+331.2%
RCL vs BMRN
-29.8%
+361.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -2.5% | -1.4% | -1.1% | -2.0% |
| 30D | -15.7% | -5.8% | -9.9% | -13.9% |
| 3M | -3.6% | +16.6% | -20.2% | -9.5% |
| 6M | -8.7% | +7.6% | -16.2% | -11.9% |
| YTD | -6.2% | +10.2% | -16.4% | -10.5% |
| 1Y | -22.9% | +20.2% | -43.1% | -29.4% |
| 3Y | +173.6% | -27.4% | +201.0% | +193.0% |
| 5Y | +226.6% | -16.0% | +242.5% | +228.0% |
| All | +331.2% | -29.8% | +361.0% | +314.8% |
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