+46.8%
IR vs BMRN
-30.5%
+77.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.9% |
| 7D | +4.3% | +1.0% | +3.2% | +4.0% |
| 30D | +8.1% | +4.3% | +3.8% | +6.9% |
| 3M | +0.7% | -19.3% | +20.0% | +5.7% |
| 6M | +16.6% | +7.2% | +9.4% | +13.6% |
| YTD | +7.8% | -4.6% | +12.4% | +7.9% |
| 1Y | +9.9% | +2.5% | +7.4% | +7.4% |
| 3Y | +25.2% | -32.5% | +57.7% | +33.0% |
| 5Y | +46.8% | -30.6% | +77.4% | +48.8% |
| All | +46.8% | -30.5% | +77.3% | +48.8% |
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 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