-97.6%
IRE vs BMRN
+7.6%
-105.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.1% | -15.7% | -15.8% |
| 7D | -41.9% | +2.6% | -44.5% | -42.0% |
| 30D | -75.1% | +4.3% | -79.3% | -75.4% |
| 3M | -82.4% | -17.1% | -65.3% | -81.4% |
| 6M | -95.5% | +5.7% | -101.2% | -95.8% |
| YTD | -93.1% | -3.9% | -89.2% | -93.3% |
| 1Y | -97.8% | +8.5% | -106.3% | -98.1% |
| All | -97.6% | +7.6% | -105.3% | -97.9% |
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