+1,096.8%
NI vs BMRN
+392.1%
+704.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -0.6% | -1.4% | +0.8% | -0.5% |
| 30D | -1.4% | -5.8% | +4.4% | -1.0% |
| 3M | -10.6% | +16.6% | -27.2% | -11.7% |
| 6M | -9.9% | +7.6% | -17.5% | -10.6% |
| YTD | +1.2% | +10.2% | -9.1% | +0.1% |
| 1Y | +4.4% | +20.2% | -15.8% | +2.5% |
| 3Y | +68.6% | -27.4% | +96.0% | +70.8% |
| 5Y | +98.0% | -16.0% | +114.0% | +97.1% |
| 10Y | +143.6% | -30.3% | +174.0% | +140.5% |
| All | +1,096.8% | +392.1% | +704.7% | +957.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling