+26.0%
RBA vs BMRN
-28.6%
+54.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.9% | -3.8% | +1.9% | -1.3% |
| 30D | -13.0% | -6.5% | -6.5% | -12.1% |
| 3M | -23.1% | +11.2% | -34.3% | -24.5% |
| 6M | -22.6% | +5.8% | -28.4% | -23.4% |
| YTD | -20.4% | +8.4% | -28.8% | -21.6% |
| 1Y | -29.6% | +15.7% | -45.2% | -31.7% |
| All | +26.0% | -28.6% | +54.6% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling