+63.3%
IWM vs BMRN
-28.6%
+91.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -1.1% | -3.8% | +2.7% | -0.4% |
| 30D | -3.1% | -6.5% | +3.4% | -1.9% |
| 3M | +2.2% | +11.2% | -9.0% | -0.1% |
| 6M | +15.1% | +5.8% | +9.3% | +13.4% |
| YTD | +18.6% | +8.4% | +10.2% | +16.1% |
| 1Y | +24.0% | +15.7% | +8.3% | +19.2% |
| All | +63.3% | -28.6% | +91.9% | +69.9% |
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