+35.2%
IR vs BMRN
-20.1%
+55.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -1.9% | -3.8% | +1.9% | -1.0% |
| 30D | -15.0% | -6.5% | -8.6% | -13.7% |
| 3M | -0.4% | +11.2% | -11.6% | -3.2% |
| 6M | -15.0% | +5.8% | -20.8% | -16.6% |
| YTD | -7.1% | +8.4% | -15.4% | -9.6% |
| 1Y | -7.5% | +15.7% | -23.2% | -12.0% |
| 3Y | +6.3% | -28.6% | +34.9% | +11.9% |
| All | +35.2% | -20.1% | +55.4% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling