+29.7%
Q vs BMRN
+19.2%
+10.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.8% |
| 7D | +4.1% | -1.4% | +5.5% | +4.2% |
| 30D | -10.7% | -5.8% | -4.9% | -10.4% |
| 3M | -11.7% | +16.6% | -28.3% | -13.7% |
| 6M | +8.3% | +7.6% | +0.7% | +7.8% |
| YTD | +51.3% | +10.2% | +41.1% | +49.6% |
| All | +29.7% | +19.2% | +10.6% | +25.4% |
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