+11.7%
IR vs BMRN
+4.1%
+7.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +2.5% | +2.1% | +0.4% | +2.3% |
| 30D | +9.2% | +3.8% | +5.4% | +8.8% |
| 3M | +0.9% | -16.5% | +17.4% | +2.5% |
| 6M | +19.2% | +6.9% | +12.4% | +18.2% |
| YTD | +7.5% | -3.7% | +11.2% | +7.3% |
| 1Y | +11.7% | +5.6% | +6.2% | +12.1% |
| All | +11.7% | +4.1% | +7.7% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling