-22.3%
RMD vs BMRN
-18.8%
-3.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -4.2% | -1.4% | -2.8% | -3.9% |
| 30D | -2.1% | -5.8% | +3.7% | -0.9% |
| 3M | +13.8% | +16.6% | -2.9% | +10.3% |
| 6M | -10.6% | +7.6% | -18.2% | -12.1% |
| YTD | -8.1% | +10.2% | -18.3% | -10.3% |
| 1Y | -18.0% | +20.2% | -38.2% | -21.8% |
| 3Y | +52.9% | -27.4% | +80.2% | +60.4% |
| 5Y | -22.3% | -16.0% | -6.3% | -21.8% |
| All | -22.3% | -18.8% | -3.5% | -21.8% |
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