+91.9%
IREN vs BMRN
-20.1%
+112.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.9% | +7.9% | +6.3% |
| 7D | +27.5% | -0.3% | +27.8% | +27.6% |
| 30D | +13.8% | +1.3% | +12.5% | +12.9% |
| 3M | -20.7% | +14.3% | -35.0% | -26.2% |
| 6M | +27.9% | +5.7% | +22.1% | +22.6% |
| YTD | +24.3% | +8.7% | +15.5% | +16.3% |
| 1Y | +79.2% | +14.6% | +64.6% | +61.5% |
| 3Y | +904.9% | -28.3% | +933.3% | +1,032.2% |
| All | +91.9% | -20.1% | +112.0% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling