+14.3%
ITOT vs BMRN
+9.5%
+4.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.4% |
| 7D | -0.7% | +2.0% | -2.7% | -0.8% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | -0.8% | -5.9% | +5.1% | -0.5% |
| 6M | +7.0% | +3.0% | +4.0% | +6.6% |
| YTD | +13.3% | -3.9% | +17.2% | +13.4% |
| All | +14.3% | +9.5% | +4.8% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling