-74.2%
OPEN vs BMRN
-42.6%
-31.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | -11.4% | -1.3% | -10.2% | -10.9% |
| 30D | -20.1% | -6.5% | -13.6% | -17.2% |
| 3M | -37.6% | +18.3% | -55.8% | -43.5% |
| 6M | -47.1% | +8.9% | -55.9% | -50.5% |
| YTD | -52.1% | +10.5% | -62.7% | -55.9% |
| 1Y | -73.5% | +17.5% | -91.0% | -76.5% |
| 3Y | -24.4% | -27.7% | +3.3% | -14.3% |
| 5Y | -85.1% | -15.8% | -69.3% | -83.6% |
| All | -74.2% | -42.6% | -31.6% | -71.4% |
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