+208.2%
ITUB vs BMRN
-29.6%
+237.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | -1.3% | +3.5% | +2.5% |
| 30D | +12.6% | -6.5% | +19.1% | +14.3% |
| 3M | +6.4% | +18.3% | -11.8% | +2.0% |
| 6M | +0.6% | +8.9% | -8.3% | -2.1% |
| YTD | +18.8% | +10.5% | +8.3% | +15.2% |
| 1Y | +31.0% | +17.5% | +13.5% | +24.4% |
| 3Y | +118.1% | -27.7% | +145.8% | +128.2% |
| 5Y | +193.0% | -15.8% | +208.8% | +186.3% |
| All | +208.2% | -29.6% | +237.8% | +218.7% |
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 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