+191.8%
IRM vs BMRN
-18.8%
+210.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.3% |
| 7D | -1.8% | -1.4% | -0.4% | -1.6% |
| 30D | -7.8% | -5.8% | -1.9% | -6.9% |
| 3M | -7.9% | +16.6% | -24.5% | -10.7% |
| 6M | +6.3% | +7.6% | -1.3% | +4.4% |
| YTD | +38.2% | +10.2% | +27.9% | +34.8% |
| 1Y | +19.8% | +20.2% | -0.4% | +14.4% |
| 3Y | +98.8% | -27.4% | +126.1% | +106.4% |
| 5Y | +191.8% | -16.0% | +207.8% | +190.7% |
| All | +191.8% | -18.8% | +210.5% | +190.7% |
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