+169.3%
KEY vs BMRN
-33.1%
+202.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -0.3% | -3.8% | +3.5% | +0.8% |
| 30D | -3.3% | -6.5% | +3.2% | -1.5% |
| 3M | -0.7% | +11.2% | -12.0% | -4.2% |
| 6M | +12.5% | +5.8% | +6.7% | +9.7% |
| YTD | +8.4% | +8.4% | 0.0% | +4.7% |
| 1Y | +18.4% | +15.7% | +2.8% | +11.3% |
| 3Y | +123.3% | -28.6% | +151.9% | +137.2% |
| 5Y | +38.8% | -19.6% | +58.4% | +39.0% |
| 10Y | +169.3% | -31.5% | +200.8% | +154.1% |
| All | +169.3% | -33.1% | +202.4% | +154.1% |
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