+50.7%
O vs BMRN
-29.6%
+80.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -2.9% | -1.3% | -1.6% | -2.7% |
| 30D | -4.5% | -6.5% | +2.0% | -3.5% |
| 3M | -2.6% | +18.3% | -20.9% | -5.5% |
| 6M | -5.6% | +8.9% | -14.5% | -7.4% |
| YTD | +9.3% | +10.5% | -1.3% | +6.8% |
| 1Y | +4.3% | +17.5% | -13.2% | +0.4% |
| 3Y | +27.4% | -27.7% | +55.1% | +31.8% |
| 5Y | +17.1% | -15.8% | +32.8% | +15.3% |
| All | +50.7% | -29.6% | +80.4% | +47.1% |
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