+690.9%
IYR vs BMRN
+265.4%
+425.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.9% | -3.8% | +2.9% | -0.3% |
| 30D | -2.4% | -6.5% | +4.1% | -1.4% |
| 3M | -2.0% | +11.2% | -13.2% | -3.8% |
| 6M | +2.5% | +5.8% | -3.3% | +1.1% |
| YTD | +8.3% | +8.4% | -0.1% | +6.3% |
| 1Y | +6.5% | +15.7% | -9.2% | +2.9% |
| 3Y | +29.3% | -28.6% | +57.9% | +33.3% |
| 5Y | +5.7% | -19.6% | +25.3% | +5.7% |
| 10Y | +69.2% | -31.5% | +100.7% | +66.2% |
| All | +690.9% | +265.4% | +425.5% | +447.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling