+331.9%
RCL vs BMRN
-37.6%
+369.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -1.2% | +2.1% | -3.3% | -2.0% |
| 30D | +17.8% | +3.8% | +14.1% | +16.2% |
| 3M | +4.9% | -16.5% | +21.4% | +11.9% |
| 6M | +23.7% | +6.9% | +16.9% | +19.2% |
| YTD | +17.8% | -3.7% | +21.5% | +17.9% |
| 1Y | +28.9% | +5.6% | +23.4% | +23.6% |
| 3Y | +241.9% | -31.4% | +273.3% | +274.6% |
| 5Y | +295.4% | -30.0% | +325.4% | +324.2% |
| All | +331.9% | -37.6% | +369.6% | +330.8% |
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