+750.3%
NVT vs BMRN
-20.8%
+771.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.4% | +4.6% |
| 7D | +4.1% | -1.3% | +5.3% | +4.4% |
| 30D | -5.1% | -6.5% | +1.4% | -3.5% |
| 3M | -1.2% | +18.3% | -19.4% | -6.4% |
| 6M | +46.6% | +8.9% | +37.7% | +41.5% |
| YTD | +60.0% | +10.5% | +49.5% | +53.4% |
| 1Y | +70.8% | +17.5% | +53.3% | +59.8% |
| 3Y | +187.5% | -27.7% | +215.3% | +202.3% |
| 5Y | +426.1% | -15.8% | +441.9% | +409.8% |
| All | +750.3% | -20.8% | +771.0% | +645.4% |
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