+140.2%
NI vs BMRN
-29.6%
+169.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | -1.4% | -6.5% | +5.1% | -0.7% |
| 3M | -10.6% | +18.3% | -28.8% | -12.4% |
| 6M | -9.3% | +8.9% | -18.2% | -10.5% |
| YTD | +1.1% | +10.5% | -9.4% | -0.5% |
| 1Y | +3.4% | +17.5% | -14.1% | +0.7% |
| 3Y | +67.9% | -27.7% | +95.6% | +71.6% |
| 5Y | +98.0% | -15.8% | +113.7% | +96.1% |
| All | +140.2% | -29.6% | +169.8% | +137.7% |
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