-83.7%
IRE vs BMRN
+25.3%
-109.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.2% | +13.8% | +13.9% |
| 7D | +54.8% | +2.9% | +51.9% | +53.5% |
| 30D | +18.4% | +11.0% | +7.3% | +15.4% |
| 3M | -66.7% | +17.8% | -84.5% | -69.0% |
| 6M | -52.3% | +10.1% | -62.4% | -54.8% |
| YTD | -52.3% | +11.9% | -64.3% | -56.1% |
| All | -83.7% | +25.3% | -109.0% | -86.5% |
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