+434.2%
IRM vs BMRN
-29.6%
+463.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +2.0% |
| 7D | -1.4% | -1.3% | -0.2% | -1.2% |
| 30D | -7.4% | -6.5% | -0.9% | -6.5% |
| 3M | -7.4% | +18.3% | -25.6% | -10.1% |
| 6M | +8.7% | +8.9% | -0.2% | +6.6% |
| YTD | +40.9% | +10.5% | +30.4% | +37.7% |
| 1Y | +20.5% | +17.5% | +3.0% | +16.1% |
| 3Y | +101.7% | -27.7% | +129.4% | +107.7% |
| 5Y | +197.7% | -15.8% | +213.4% | +196.2% |
| All | +434.2% | -29.6% | +463.8% | +403.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling