+340.5%
JCI vs BMRN
-29.6%
+370.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.2% |
| 7D | +0.7% | -1.3% | +2.0% | +1.0% |
| 30D | -4.4% | -6.5% | +2.1% | -3.2% |
| 3M | +1.7% | +18.3% | -16.6% | -2.4% |
| 6M | +8.8% | +8.9% | -0.1% | +6.0% |
| YTD | +22.6% | +10.5% | +12.1% | +18.8% |
| 1Y | +36.2% | +17.5% | +18.7% | +29.4% |
| 3Y | +168.0% | -27.7% | +195.7% | +179.1% |
| 5Y | +113.5% | -15.8% | +129.2% | +111.0% |
| All | +340.5% | -29.6% | +370.1% | +313.7% |
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