-42.2%
RIG vs BMRN
-29.6%
-12.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -3.1% | -1.3% | -1.8% | -2.6% |
| 30D | -0.5% | -6.5% | +6.0% | +1.8% |
| 3M | -6.0% | +18.3% | -24.2% | -11.5% |
| 6M | -10.1% | +8.9% | -19.0% | -13.8% |
| YTD | +37.3% | +10.5% | +26.8% | +30.8% |
| 1Y | +73.9% | +17.5% | +56.5% | +60.9% |
| 3Y | -30.2% | -27.7% | -2.5% | -25.5% |
| 5Y | +62.5% | -15.8% | +78.2% | +57.6% |
| All | -42.2% | -29.6% | -12.6% | -50.1% |
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