+69.6%
IWM vs BMRN
-31.2%
+100.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.5% |
| 7D | +1.4% | +2.1% | -0.7% | +1.0% |
| 30D | +2.3% | +3.8% | -1.5% | +1.5% |
| 3M | -8.3% | -16.5% | +8.2% | -5.1% |
| 6M | -1.3% | +6.9% | -8.2% | -3.3% |
| YTD | +13.5% | -3.7% | +17.2% | +13.5% |
| 1Y | +18.4% | +5.6% | +12.8% | +15.4% |
| 3Y | +69.6% | -31.4% | +101.0% | +76.9% |
| All | +69.6% | -31.2% | +100.8% | +76.9% |
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