+63.4%
IVZ vs BMRN
-33.1%
+96.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | +1.2% | -3.8% | +5.0% | +2.4% |
| 30D | +1.8% | -6.5% | +8.3% | +3.9% |
| 3M | +15.7% | +11.2% | +4.5% | +11.2% |
| 6M | +36.3% | +5.8% | +30.5% | +32.6% |
| YTD | +24.9% | +8.4% | +16.6% | +20.1% |
| 1Y | +48.9% | +15.7% | +33.3% | +38.9% |
| 3Y | +136.8% | -28.6% | +165.4% | +153.3% |
| 5Y | +60.0% | -19.6% | +79.6% | +60.4% |
| 10Y | +63.4% | -31.5% | +94.9% | +52.1% |
| All | +63.4% | -33.1% | +96.4% | +52.1% |
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