-9.5%
M vs BMRN
-38.2%
+28.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.2% |
| 7D | +0.6% | +1.0% | -0.5% | +0.3% |
| 30D | +7.0% | +4.3% | +2.7% | +5.7% |
| 3M | +3.1% | -19.3% | +22.4% | +10.0% |
| 6M | +33.5% | +7.2% | +26.3% | +29.5% |
| YTD | +13.4% | -4.6% | +18.0% | +13.8% |
| 1Y | +22.4% | +2.5% | +19.9% | +19.6% |
| 3Y | +150.9% | -32.5% | +183.4% | +173.9% |
| 5Y | -3.0% | -30.6% | +27.6% | +4.1% |
| All | -9.5% | -38.2% | +28.7% | -10.8% |
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