-83.2%
IRE vs BMRN
+21.3%
-104.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -6.7% |
| 7D | +29.0% | -3.8% | +32.9% | +30.4% |
| 30D | +24.2% | -6.5% | +30.7% | +26.4% |
| 3M | -53.2% | +11.2% | -64.4% | -55.2% |
| 6M | -36.0% | +5.8% | -41.8% | -38.4% |
| YTD | -51.0% | +8.4% | -59.4% | -54.5% |
| All | -83.2% | +21.3% | -104.6% | -86.1% |
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