+719.8%
ODFL vs BMRN
-29.6%
+749.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.3% | -1.3% | -2.0% | -3.0% |
| 30D | -15.3% | -6.5% | -8.8% | -13.9% |
| 3M | -27.3% | +18.3% | -45.6% | -30.6% |
| 6M | -4.5% | +8.9% | -13.4% | -7.2% |
| YTD | +15.1% | +10.5% | +4.6% | +11.3% |
| 1Y | +21.1% | +17.5% | +3.6% | +14.4% |
| 3Y | -14.1% | -27.7% | +13.6% | -9.7% |
| 5Y | +26.6% | -15.8% | +42.4% | +26.2% |
| All | +719.8% | -29.6% | +749.5% | +685.6% |
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