+4.6%
MKTX vs BMRN
-29.6%
+34.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -0.2% | -1.3% | +1.0% | 0.0% |
| 30D | +0.7% | -6.5% | +7.2% | +1.8% |
| 3M | +40.8% | +18.3% | +22.5% | +36.5% |
| 6M | -8.0% | +8.9% | -16.9% | -9.8% |
| YTD | -8.7% | +10.5% | -19.3% | -10.9% |
| 1Y | -11.8% | +17.5% | -29.3% | -15.3% |
| 3Y | -24.0% | -27.7% | +3.7% | -21.2% |
| 5Y | -60.3% | -15.8% | -44.5% | -60.7% |
| All | +4.6% | -29.6% | +34.2% | -1.1% |
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