+89.8%
RF vs BMRN
-16.8%
+106.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.5% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -3.4% | +1.3% | -4.6% | -3.8% |
| 3M | +6.4% | +14.3% | -7.9% | +3.0% |
| 6M | +13.4% | +5.7% | +7.7% | +11.4% |
| YTD | +14.2% | +8.7% | +5.5% | +11.3% |
| 1Y | +15.7% | +14.6% | +1.1% | +10.8% |
| 3Y | +91.3% | -28.3% | +119.7% | +100.8% |
| 5Y | +89.8% | -15.7% | +105.5% | +90.0% |
| All | +89.8% | -16.8% | +106.6% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling