+336.0%
IR vs BMRN
-35.9%
+371.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +2.5% | +2.1% | +0.4% | +1.9% |
| 30D | +9.2% | +3.8% | +5.4% | +7.9% |
| 3M | +0.9% | -16.5% | +17.4% | +5.5% |
| 6M | +19.2% | +6.9% | +12.4% | +16.1% |
| YTD | +7.5% | -3.7% | +11.2% | +7.2% |
| 1Y | +11.7% | +5.6% | +6.2% | +8.1% |
| 3Y | +23.9% | -31.4% | +55.3% | +32.0% |
| 5Y | +46.4% | -30.0% | +76.3% | +51.4% |
| All | +336.0% | -35.9% | +371.8% | +307.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling