+770.8%
IVV vs BMRN
+226.2%
+544.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 6M | +14.5% | +5.7% | +8.8% | +12.9% |
| YTD | +12.9% | +8.7% | +4.2% | +10.6% |
| 1Y | +19.4% | +14.6% | +4.7% | +15.5% |
| 3Y | +78.8% | -28.3% | +107.1% | +84.4% |
| 5Y | +82.2% | -15.7% | +97.9% | +80.9% |
| 10Y | +313.7% | -33.7% | +347.3% | +309.9% |
| All | +770.8% | +226.2% | +544.6% | +433.6% |
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