+38.2%
IWM vs BMRN
-18.1%
+56.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -1.1% | -3.8% | +2.7% | -0.1% |
| 30D | -3.1% | -6.5% | +3.4% | -1.5% |
| 3M | +2.2% | +11.2% | -9.0% | -1.0% |
| 6M | +15.1% | +5.8% | +9.3% | +12.6% |
| YTD | +18.6% | +8.4% | +10.2% | +15.0% |
| 1Y | +24.0% | +15.7% | +8.3% | +17.3% |
| 3Y | +63.7% | -28.6% | +92.3% | +74.5% |
| 5Y | +38.2% | -19.6% | +57.8% | +39.2% |
| All | +38.2% | -18.1% | +56.3% | +39.2% |
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