+1,525.1%
JBL vs BMRN
-29.6%
+1,554.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.8% | +5.0% |
| 7D | +2.4% | -1.3% | +3.7% | +2.7% |
| 30D | -13.1% | -6.5% | -6.6% | -11.7% |
| 3M | -15.6% | +18.3% | -33.8% | -19.7% |
| 6M | +24.6% | +8.9% | +15.7% | +20.7% |
| YTD | +39.6% | +10.5% | +29.1% | +34.3% |
| 1Y | +48.6% | +17.5% | +31.1% | +40.0% |
| 3Y | +197.3% | -27.7% | +225.0% | +211.4% |
| 5Y | +413.0% | -15.8% | +428.8% | +400.0% |
| All | +1,525.1% | -29.6% | +1,554.7% | +1,429.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling