+23.8%
IWM vs BMRN
-30.6%
+54.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.6% |
| 7D | +1.4% | +2.1% | -0.7% | +0.9% |
| 30D | +2.3% | +3.8% | -1.5% | +1.2% |
| 3M | -8.3% | -16.5% | +8.2% | -4.1% |
| 6M | -1.3% | +6.9% | -8.2% | -3.9% |
| YTD | +13.5% | -3.7% | +17.2% | +13.4% |
| 1Y | +18.4% | +5.6% | +12.8% | +14.6% |
| 3Y | +69.6% | -31.4% | +101.0% | +81.5% |
| All | +23.8% | -30.6% | +54.4% | +27.4% |
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