+755.3%
IVV vs BMRN
+188.4%
+567.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -0.6% | +2.6% | -3.2% | -1.0% |
| 30D | -3.7% | +4.3% | -7.9% | -4.4% |
| 3M | -2.7% | -17.1% | +14.3% | +0.2% |
| 6M | +2.2% | +5.7% | -3.4% | +0.8% |
| YTD | +10.9% | -3.9% | +14.8% | +10.8% |
| 1Y | +11.3% | +8.5% | +2.8% | +8.6% |
| 3Y | +76.9% | -32.0% | +108.9% | +84.2% |
| 5Y | +73.5% | -29.9% | +103.4% | +77.7% |
| 10Y | +307.4% | -38.9% | +346.3% | +309.8% |
| All | +755.3% | +188.4% | +567.0% | +434.4% |
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