+302.4%
ROIV vs BMRN
-26.0%
+328.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.8% |
| 7D | +9.5% | +2.1% | +7.4% | +8.7% |
| 30D | +21.0% | +5.3% | +15.7% | +18.7% |
| 3M | +18.7% | -16.1% | +34.9% | +26.2% |
| 6M | +44.5% | +10.9% | +33.6% | +37.1% |
| YTD | +92.9% | -1.9% | +94.7% | +91.3% |
| 1Y | +100.2% | +6.2% | +94.0% | +91.1% |
| 3Y | +375.0% | -30.5% | +405.6% | +421.7% |
| 5Y | +435.2% | -28.4% | +463.5% | +488.7% |
| All | +302.4% | -26.0% | +328.4% | +333.1% |
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