-46.7%
QS vs BMRN
-44.9%
-1.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.8% |
| 7D | -3.6% | -1.3% | -2.4% | -3.1% |
| 30D | -17.2% | -6.5% | -10.7% | -14.6% |
| 3M | -27.0% | +18.3% | -45.2% | -33.1% |
| 6M | -24.6% | +8.9% | -33.5% | -28.6% |
| YTD | -49.3% | +10.5% | -59.8% | -52.6% |
| 1Y | -40.3% | +17.5% | -57.8% | -46.3% |
| 3Y | -23.8% | -27.7% | +3.9% | -14.7% |
| 5Y | -75.0% | -15.8% | -59.2% | -73.3% |
| All | -46.7% | -44.9% | -1.8% | -42.3% |
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