+82.2%
IVV vs BMRN
-16.8%
+99.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.1% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | -1.0% | +1.3% | -2.3% | -1.3% |
| 3M | +3.9% | +14.3% | -10.4% | +1.0% |
| 6M | +14.5% | +5.7% | +8.8% | +12.8% |
| YTD | +12.9% | +8.7% | +4.2% | +10.4% |
| 1Y | +19.4% | +14.6% | +4.7% | +14.9% |
| 3Y | +78.8% | -28.3% | +107.1% | +86.7% |
| 5Y | +82.2% | -15.7% | +97.9% | +80.3% |
| All | +82.2% | -16.8% | +99.0% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling