+292.5%
ROIV vs BMRN
-16.7%
+309.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +16.9% | -1.3% | +18.1% | +17.2% |
| 30D | +12.9% | -6.5% | +19.4% | +15.4% |
| 3M | +37.3% | +18.3% | +19.0% | +27.9% |
| 6M | +38.0% | +8.9% | +29.1% | +32.1% |
| YTD | +88.1% | +10.5% | +77.6% | +78.7% |
| 1Y | +183.3% | +17.5% | +165.8% | +160.2% |
| 3Y | +254.6% | -27.7% | +282.4% | +286.6% |
| 5Y | +309.8% | -15.8% | +325.6% | +330.3% |
| All | +292.5% | -16.7% | +309.2% | +304.6% |
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