+322.1%
IVV vs BMRN
-33.1%
+355.2%
-33.9%
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 | -0.4% | -3.8% | +3.5% | +0.5% |
| 30D | -1.4% | -6.5% | +5.1% | 0.0% |
| 3M | +3.7% | +11.2% | -7.5% | +0.9% |
| 6M | +13.0% | +5.8% | +7.2% | +10.9% |
| YTD | +12.4% | +8.4% | +4.1% | +9.5% |
| 1Y | +18.6% | +15.7% | +3.0% | +13.0% |
| 3Y | +78.1% | -28.6% | +106.7% | +86.3% |
| 5Y | +82.3% | -19.6% | +101.9% | +81.4% |
| 10Y | +322.1% | -31.5% | +353.6% | +300.8% |
| All | +322.1% | -33.1% | +355.2% | +300.8% |
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