+629.3%
ON vs BMRN
-29.6%
+658.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.4% |
| 7D | +2.4% | -1.3% | +3.6% | +2.9% |
| 30D | -8.6% | -6.5% | -2.1% | -6.1% |
| 3M | -34.3% | +18.3% | -52.6% | -39.5% |
| 6M | +28.5% | +8.9% | +19.6% | +21.6% |
| YTD | +40.6% | +10.5% | +30.1% | +31.8% |
| 1Y | +55.3% | +17.5% | +37.8% | +40.1% |
| 3Y | -22.2% | -27.7% | +5.5% | -15.9% |
| 5Y | +62.4% | -15.8% | +78.2% | +59.9% |
| All | +629.3% | -29.6% | +658.9% | +599.4% |
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