+296.8%
ITOT vs BMRN
-29.6%
+326.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | -1.5% | -6.5% | +5.0% | 0.0% |
| 3M | +3.6% | +18.3% | -14.7% | -0.7% |
| 6M | +13.7% | +8.9% | +4.8% | +10.7% |
| YTD | +12.9% | +10.5% | +2.4% | +9.4% |
| 1Y | +17.2% | +17.5% | -0.3% | +11.1% |
| 3Y | +75.6% | -27.7% | +103.3% | +83.5% |
| 5Y | +75.5% | -15.8% | +91.3% | +72.9% |
| All | +296.8% | -29.6% | +326.4% | +275.6% |
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