+645.9%
IT vs BMRN
+383.8%
+262.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | -9.1% | -3.8% | -5.3% | -8.5% |
| 30D | -12.2% | -6.5% | -5.7% | -11.2% |
| 3M | +7.8% | +11.2% | -3.4% | +5.9% |
| 6M | +2.0% | +5.8% | -3.8% | +0.6% |
| YTD | -32.7% | +8.4% | -41.1% | -34.0% |
| 1Y | -31.1% | +15.7% | -46.8% | -33.4% |
| 3Y | -52.1% | -28.6% | -23.5% | -50.3% |
| 5Y | -46.3% | -19.6% | -26.7% | -45.9% |
| 10Y | +91.4% | -31.5% | +122.9% | +88.8% |
| All | +645.9% | +383.8% | +262.1% | +360.4% |
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