+77.5%
IP vs BMRN
+320.9%
-243.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -5.1% | -4.2% | -0.8% | -4.3% |
| 30D | +8.5% | +1.5% | +7.0% | +8.2% |
| 3M | -13.8% | -8.8% | -5.0% | -12.5% |
| 6M | +5.7% | +2.6% | +3.1% | +5.0% |
| YTD | -9.1% | -5.7% | -3.4% | -8.6% |
| 1Y | -0.8% | +8.1% | -8.9% | -2.9% |
| 3Y | +14.8% | -26.5% | +41.3% | +18.4% |
| 5Y | -11.5% | -33.2% | +21.7% | -8.5% |
| 10Y | +27.9% | -31.7% | +59.6% | +26.5% |
| All | +77.5% | +320.9% | -243.4% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling