+316.5%
ROIV vs BMRN
-16.8%
+333.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.9% | +21.6% | +19.9% |
| 7D | +20.2% | -0.3% | +20.5% | +20.0% |
| 30D | +14.1% | +1.3% | +12.9% | +12.9% |
| 3M | +45.6% | +14.3% | +31.3% | +36.5% |
| 6M | +44.1% | +5.7% | +38.4% | +39.0% |
| YTD | +91.2% | +8.7% | +82.4% | +81.7% |
| 1Y | +221.3% | +14.6% | +206.7% | +194.9% |
| 3Y | +229.2% | -28.3% | +257.5% | +265.8% |
| 5Y | +316.5% | -15.7% | +332.2% | +328.8% |
| All | +316.5% | -16.8% | +333.3% | +328.8% |
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