+24.3%
IR vs BMRN
-31.8%
+56.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.8% |
| 7D | +4.3% | +1.0% | +3.2% | +4.0% |
| 30D | +8.1% | +4.3% | +3.8% | +7.1% |
| 3M | +0.7% | -19.3% | +20.0% | +4.7% |
| 6M | +16.6% | +7.2% | +9.4% | +14.2% |
| YTD | +7.8% | -4.6% | +12.4% | +7.9% |
| 1Y | +9.9% | +2.5% | +7.4% | +7.9% |
| All | +24.3% | -31.8% | +56.1% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling