+77.9%
NLY vs BMRN
-29.6%
+107.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -4.0% | -1.3% | -2.7% | -3.8% |
| 30D | -5.2% | -6.5% | +1.3% | -4.2% |
| 3M | +2.8% | +18.3% | -15.4% | -0.1% |
| 6M | +4.2% | +8.9% | -4.7% | +2.3% |
| YTD | +4.7% | +10.5% | -5.8% | +2.4% |
| 1Y | +12.7% | +17.5% | -4.7% | +8.7% |
| 3Y | +62.5% | -27.7% | +90.3% | +67.4% |
| 5Y | +26.3% | -15.8% | +42.1% | +25.9% |
| All | +77.9% | -29.6% | +107.5% | +72.0% |
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 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