+16.4%
JD vs BMRN
-29.8%
+46.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -2.6% | -1.4% | -1.2% | -2.2% |
| 30D | -15.4% | -5.8% | -9.5% | -13.7% |
| 3M | -5.0% | +16.6% | -21.7% | -9.9% |
| 6M | +0.9% | +7.6% | -6.7% | -2.3% |
| YTD | -2.5% | +10.2% | -12.7% | -6.6% |
| 1Y | -16.0% | +20.2% | -36.2% | -22.5% |
| 3Y | -8.5% | -27.4% | +18.8% | -2.6% |
| 5Y | -61.8% | -16.0% | -45.8% | -61.2% |
| All | +16.4% | -29.8% | +46.2% | +16.4% |
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 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