+309.0%
IVZ vs BMRN
+399.8%
-90.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +0.6% | +2.9% | -2.2% | -0.1% |
| 30D | +4.0% | +11.0% | -7.0% | +0.9% |
| 3M | +18.2% | +17.8% | +0.4% | +12.8% |
| 6M | +32.8% | +10.1% | +22.7% | +28.5% |
| YTD | +28.7% | +11.9% | +16.8% | +23.8% |
| 1Y | +55.4% | +17.2% | +38.1% | +46.7% |
| 3Y | +135.2% | -28.5% | +163.7% | +148.2% |
| 5Y | +64.2% | -21.7% | +85.9% | +66.8% |
| 10Y | +64.6% | -30.5% | +95.1% | +63.1% |
| All | +309.0% | +399.8% | -90.8% | +94.0% |
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