+2,498.7%
RIO vs BMRN
+383.8%
+2,114.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | +1.0% | -3.8% | +4.8% | +1.6% |
| 30D | +4.0% | -6.5% | +10.5% | +5.2% |
| 3M | +4.5% | +11.2% | -6.7% | +2.5% |
| 6M | +17.3% | +5.8% | +11.5% | +15.7% |
| YTD | +36.2% | +8.4% | +27.8% | +33.6% |
| 1Y | +76.1% | +15.7% | +60.5% | +70.2% |
| 3Y | +102.5% | -28.6% | +131.1% | +108.6% |
| 5Y | +103.5% | -19.6% | +123.1% | +102.6% |
| 10Y | +619.2% | -31.5% | +650.7% | +608.4% |
| All | +2,498.7% | +383.8% | +2,114.9% | +1,863.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling