+274.5%
IR vs BMRN
-26.6%
+301.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | -3.1% | -1.4% | -1.7% | -2.7% |
| 30D | -14.0% | -5.8% | -8.2% | -12.7% |
| 3M | +3.7% | +16.6% | -12.9% | -0.8% |
| 6M | -15.4% | +7.6% | -23.0% | -17.6% |
| YTD | -7.7% | +10.2% | -17.9% | -10.9% |
| 1Y | -8.8% | +20.2% | -29.0% | -14.6% |
| 3Y | +5.6% | -27.4% | +33.0% | +10.8% |
| 5Y | +34.3% | -16.0% | +50.3% | +32.4% |
| All | +274.5% | -26.6% | +301.1% | +238.4% |
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