+166.4%
IWM vs BMRN
-29.6%
+196.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.3% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | -4.6% | -6.5% | +1.9% | -2.8% |
| 3M | -0.3% | +18.3% | -18.5% | -5.2% |
| 6M | +14.7% | +8.9% | +5.8% | +11.1% |
| YTD | +17.8% | +10.5% | +7.3% | +13.4% |
| 1Y | +21.2% | +17.5% | +3.7% | +13.8% |
| 3Y | +62.3% | -27.7% | +90.1% | +71.4% |
| 5Y | +38.7% | -15.8% | +54.5% | +37.3% |
| All | +166.4% | -29.6% | +196.0% | +152.6% |
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 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