-27.1%
RKT vs BMRN
-45.1%
+18.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -6.3% | -1.3% | -5.0% | -6.0% |
| 30D | -6.2% | -6.5% | +0.3% | -4.8% |
| 3M | -1.9% | +18.3% | -20.1% | -5.6% |
| 6M | -13.0% | +8.9% | -21.9% | -15.0% |
| YTD | -31.9% | +10.5% | -42.4% | -33.7% |
| 1Y | -37.6% | +17.5% | -55.0% | -40.3% |
| 3Y | +36.8% | -27.7% | +64.5% | +41.8% |
| 5Y | -9.7% | -15.8% | +6.0% | -7.2% |
| All | -27.1% | -45.1% | +18.0% | -29.2% |
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