+1,880.2%
ITUB vs BMRN
+483.9%
+1,396.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.3% |
| 7D | +1.0% | -1.4% | +2.4% | +1.3% |
| 30D | +10.7% | -5.8% | +16.5% | +12.3% |
| 3M | +10.1% | +16.6% | -6.6% | +5.5% |
| 6M | -0.1% | +7.6% | -7.7% | -2.7% |
| YTD | +18.4% | +10.2% | +8.2% | +14.6% |
| 1Y | +31.3% | +20.2% | +11.1% | +23.4% |
| 3Y | +124.6% | -27.4% | +152.0% | +133.9% |
| 5Y | +192.0% | -16.0% | +208.0% | +186.2% |
| 10Y | +216.0% | -30.3% | +246.3% | +204.5% |
| All | +1,880.2% | +483.9% | +1,396.4% | +838.5% |
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