+62.8%
IVZ vs BMRN
-16.8%
+79.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.3% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +3.1% | +1.3% | +1.8% | +2.4% |
| 3M | +18.2% | +14.3% | +3.9% | +12.8% |
| 6M | +38.6% | +5.7% | +32.9% | +35.1% |
| YTD | +25.9% | +8.7% | +17.2% | +21.3% |
| 1Y | +51.7% | +14.6% | +37.0% | +42.5% |
| 3Y | +138.7% | -28.3% | +167.0% | +155.1% |
| 5Y | +62.8% | -15.7% | +78.5% | +57.8% |
| All | +62.8% | -16.8% | +79.6% | +57.8% |
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