+313.4%
IVV vs BMRN
-37.5%
+350.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.8% |
| 7D | -0.9% | +2.1% | -3.0% | -1.4% |
| 30D | -2.3% | +5.3% | -7.7% | -3.6% |
| 3M | -1.2% | -16.1% | +15.0% | +2.6% |
| 6M | +3.3% | +10.9% | -7.6% | +0.1% |
| YTD | +12.3% | -1.9% | +14.2% | +11.6% |
| 1Y | +12.5% | +6.2% | +6.3% | +9.2% |
| 3Y | +79.2% | -30.5% | +109.7% | +88.7% |
| 5Y | +75.6% | -28.4% | +104.0% | +79.5% |
| 10Y | +313.4% | -36.2% | +349.6% | +294.1% |
| All | +313.4% | -37.5% | +350.8% | +294.1% |
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