+1,911.9%
RBA vs BMRN
+399.8%
+1,512.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -2.9% | +2.9% | -5.8% | -3.2% |
| 30D | -12.3% | +11.0% | -23.3% | -13.2% |
| 3M | -20.5% | +17.8% | -38.3% | -21.7% |
| 6M | -18.5% | +10.1% | -28.6% | -19.4% |
| YTD | -18.2% | +11.9% | -30.2% | -19.2% |
| 1Y | -27.5% | +17.2% | -44.7% | -28.9% |
| 3Y | +38.1% | -28.5% | +66.6% | +40.5% |
| 5Y | +44.8% | -21.7% | +66.5% | +45.4% |
| 10Y | +187.1% | -30.5% | +217.6% | +185.2% |
| All | +1,911.9% | +399.8% | +1,512.1% | +1,616.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling