+770.1%
RIOT vs BMRN
-17.2%
+787.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -5.9% |
| 7D | -0.9% | -1.4% | +0.5% | -0.3% |
| 30D | +3.5% | -5.8% | +9.3% | +6.6% |
| 3M | -13.0% | +16.6% | -29.6% | -20.9% |
| 6M | +43.1% | +7.6% | +35.5% | +34.7% |
| YTD | +65.4% | +10.2% | +55.1% | +53.0% |
| 1Y | +27.7% | +20.2% | +7.5% | +11.7% |
| 3Y | +91.3% | -27.4% | +118.7% | +111.8% |
| 5Y | -29.3% | -16.0% | -13.3% | -25.2% |
| 10Y | +496.3% | -30.3% | +526.6% | +552.0% |
| All | +770.1% | -17.2% | +787.3% | +842.7% |
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