-4.0%
M vs BMRN
-29.6%
+25.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.3% | +7.4% | +7.6% |
| 7D | -4.2% | -1.3% | -2.9% | -3.8% |
| 30D | -7.2% | -6.5% | -0.7% | -5.4% |
| 3M | -11.1% | +18.3% | -29.4% | -15.8% |
| 6M | +28.8% | +8.9% | +19.9% | +24.4% |
| YTD | +2.0% | +10.5% | -8.5% | -2.0% |
| 1Y | +31.3% | +17.5% | +13.8% | +23.0% |
| 3Y | +119.1% | -27.7% | +146.8% | +132.9% |
| 5Y | +29.7% | -15.8% | +45.4% | +31.5% |
| All | -4.0% | -29.6% | +25.6% | -8.0% |
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