+93.0%
KEY vs BMRN
-38.2%
+131.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.3% |
| 7D | +1.8% | +1.0% | +0.7% | +1.5% |
| 30D | +7.1% | +4.3% | +2.9% | +5.8% |
| 3M | -5.9% | -19.3% | +13.4% | -0.1% |
| 6M | +2.2% | +7.2% | -5.0% | -0.9% |
| YTD | +6.4% | -4.6% | +11.0% | +6.5% |
| 1Y | +24.8% | +2.5% | +22.3% | +21.5% |
| 3Y | +125.2% | -32.5% | +157.7% | +143.4% |
| 5Y | +13.0% | -30.6% | +43.6% | +18.2% |
| All | +93.0% | -38.2% | +131.2% | +83.7% |
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