+338.5%
RF vs BMRN
-33.1%
+371.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.1% | -3.8% | +3.7% | +0.9% |
| 30D | -4.0% | -6.5% | +2.5% | -2.4% |
| 3M | +5.6% | +11.2% | -5.7% | +2.2% |
| 6M | +13.1% | +5.8% | +7.3% | +10.5% |
| YTD | +13.6% | +8.4% | +5.2% | +10.0% |
| 1Y | +16.0% | +15.7% | +0.3% | +9.5% |
| 3Y | +90.2% | -28.6% | +118.8% | +100.9% |
| 5Y | +87.0% | -19.6% | +106.6% | +86.1% |
| 10Y | +338.5% | -31.5% | +370.0% | +308.6% |
| All | +338.5% | -33.1% | +371.5% | +308.6% |
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