+834.9%
MSCI vs BMRN
-38.2%
+873.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.7% |
| 7D | -0.7% | +1.0% | -1.7% | -1.0% |
| 30D | +16.2% | +4.3% | +11.9% | +14.8% |
| 3M | +16.1% | -19.3% | +35.4% | +23.0% |
| 6M | +12.9% | +7.2% | +5.7% | +9.8% |
| YTD | +14.8% | -4.6% | +19.4% | +14.9% |
| 1Y | +13.8% | +2.5% | +11.3% | +10.8% |
| 3Y | +31.2% | -32.5% | +63.7% | +40.6% |
| 5Y | +5.6% | -30.6% | +36.2% | +10.1% |
| All | +834.9% | -38.2% | +873.2% | +803.3% |
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