+3,271.4%
IRM vs BMRN
+385.5%
+2,885.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.3% |
| 7D | +1.6% | -0.3% | +2.0% | +1.6% |
| 30D | -4.2% | +1.3% | -5.5% | -4.4% |
| 3M | -5.4% | +14.3% | -19.7% | -7.0% |
| 6M | +12.0% | +5.7% | +6.3% | +10.9% |
| YTD | +42.0% | +8.7% | +33.3% | +40.0% |
| 1Y | +29.9% | +14.6% | +15.2% | +26.9% |
| 3Y | +104.4% | -28.3% | +132.7% | +108.9% |
| 5Y | +191.0% | -15.7% | +206.7% | +189.9% |
| 10Y | +417.1% | -33.7% | +450.8% | +411.6% |
| All | +3,271.4% | +385.5% | +2,885.9% | +2,579.1% |
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 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