+481.9%
NYT vs BMRN
-29.6%
+511.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.6% | -1.3% | +0.7% | -0.3% |
| 30D | +4.6% | -6.5% | +11.1% | +6.0% |
| 3M | -9.6% | +18.3% | -27.8% | -12.9% |
| 6M | -14.0% | +8.9% | -22.9% | -15.9% |
| YTD | -2.8% | +10.5% | -13.4% | -5.4% |
| 1Y | +15.6% | +17.5% | -1.9% | +10.4% |
| 3Y | +56.3% | -27.7% | +84.0% | +62.6% |
| 5Y | +39.5% | -15.8% | +55.3% | +37.8% |
| All | +481.9% | -29.6% | +511.6% | +450.2% |
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