+625.8%
NTAP vs BMRN
-29.6%
+655.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.3% | +8.5% |
| 7D | +7.4% | -1.3% | +8.7% | +7.7% |
| 30D | -1.4% | -6.5% | +5.1% | +0.2% |
| 3M | +24.6% | +18.3% | +6.3% | +18.8% |
| 6M | +105.9% | +8.9% | +97.0% | +100.1% |
| YTD | +88.5% | +10.5% | +78.0% | +82.1% |
| 1Y | +62.1% | +17.5% | +44.6% | +53.3% |
| 3Y | +169.1% | -27.7% | +196.8% | +181.5% |
| 5Y | +141.9% | -15.8% | +157.6% | +136.1% |
| All | +625.8% | -29.6% | +655.4% | +596.2% |
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