+44.4%
REPL vs BMRN
-44.4%
+88.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | +1.2% | +2.1% | -0.9% | -0.1% |
| 30D | +92.2% | +3.8% | +88.4% | +87.9% |
| 3M | +44.1% | -16.5% | +60.6% | +58.7% |
| 6M | +313.0% | +6.9% | +306.1% | +296.6% |
| YTD | +125.2% | -3.7% | +128.9% | +129.0% |
| 1Y | +143.8% | +5.6% | +138.2% | +134.1% |
| 3Y | +104.2% | -31.4% | +135.6% | +124.3% |
| 5Y | -34.5% | -30.0% | -4.6% | -30.2% |
| All | +44.4% | -44.4% | +88.8% | +40.8% |
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