+128.7%
IVZ vs BMRN
-29.4%
+158.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.4% | -4.2% | +1.8% | -1.4% |
| 30D | -11.2% | +1.5% | -12.7% | -11.6% |
| 3M | -14.0% | -8.8% | -5.1% | -12.4% |
| 6M | +0.5% | +2.6% | -2.2% | -1.2% |
| YTD | +5.4% | -5.7% | +11.1% | +5.8% |
| 1Y | +19.5% | +8.1% | +11.4% | +14.4% |
| 3Y | +128.7% | -26.5% | +155.2% | +145.2% |
| All | +128.7% | -29.4% | +158.1% | +145.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling