+46.3%
LYB vs BMRN
-29.6%
+75.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +0.3% | -1.3% | +1.5% | +0.6% |
| 30D | +2.5% | -6.5% | +9.0% | +4.1% |
| 3M | +1.4% | +18.3% | -16.9% | -3.2% |
| 6M | -3.5% | +8.9% | -12.4% | -6.6% |
| YTD | +52.0% | +10.5% | +41.5% | +46.2% |
| 1Y | +22.1% | +17.5% | +4.6% | +14.6% |
| 3Y | -22.8% | -27.7% | +4.9% | -19.0% |
| 5Y | -3.4% | -15.8% | +12.4% | -5.8% |
| All | +46.3% | -29.6% | +75.9% | +36.8% |
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