+404.4%
RGEN vs BMRN
-29.6%
+434.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.4% | -1.3% | -0.2% | -0.9% |
| 30D | -0.3% | -6.5% | +6.2% | +2.6% |
| 3M | +23.9% | +18.3% | +5.6% | +14.8% |
| 6M | +38.5% | +8.9% | +29.7% | +32.2% |
| YTD | +0.8% | +10.5% | -9.7% | -4.7% |
| 1Y | +38.2% | +17.5% | +20.7% | +26.4% |
| 3Y | +1.3% | -27.7% | +29.0% | +11.2% |
| 5Y | -44.0% | -15.8% | -28.2% | -42.8% |
| All | +404.4% | -29.6% | +434.0% | +395.3% |
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