+91.5%
RIO vs BMRN
-16.0%
+107.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -3.2% | -1.3% | -1.9% | -3.1% |
| 30D | +0.9% | -6.5% | +7.4% | +1.8% |
| 3M | -1.4% | +18.3% | -19.7% | -3.7% |
| 6M | +10.9% | +8.9% | +2.1% | +9.4% |
| YTD | +31.2% | +10.5% | +20.7% | +29.0% |
| 1Y | +67.9% | +17.5% | +50.4% | +63.1% |
| 3Y | +88.8% | -27.7% | +116.5% | +93.9% |
| All | +91.5% | -16.0% | +107.6% | +93.3% |
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 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