+485.8%
RIOT vs BMRN
-29.6%
+515.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | -1.5% | -1.3% | -0.2% | -0.9% |
| 30D | +5.7% | -6.5% | +12.2% | +9.4% |
| 3M | -17.9% | +18.3% | -36.1% | -26.3% |
| 6M | +45.0% | +8.9% | +36.1% | +35.0% |
| YTD | +69.5% | +10.5% | +58.9% | +55.7% |
| 1Y | +37.2% | +17.5% | +19.7% | +20.5% |
| 3Y | +111.7% | -27.7% | +139.4% | +136.5% |
| 5Y | -27.5% | -15.8% | -11.7% | -23.6% |
| All | +485.8% | -29.6% | +515.4% | +537.3% |
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