-12.7%
REPL vs BMRN
-36.4%
+23.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.7% | -10.1% | -9.3% |
| 7D | -13.4% | -1.4% | -12.0% | -12.8% |
| 30D | -3.0% | -5.8% | +2.8% | +0.2% |
| 3M | +56.3% | +16.6% | +39.7% | +40.9% |
| 6M | +60.9% | +7.6% | +53.3% | +53.4% |
| YTD | +36.2% | +10.2% | +26.0% | +28.8% |
| 1Y | +121.0% | +20.2% | +100.8% | +96.2% |
| 3Y | -32.8% | -27.4% | -5.5% | -29.5% |
| 5Y | -58.7% | -16.0% | -42.7% | -60.0% |
| All | -12.7% | -36.4% | +23.7% | -20.8% |
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