+284.5%
ROIV vs BMRN
-28.1%
+312.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.4% |
| 7D | +9.2% | +1.0% | +8.2% | +8.8% |
| 30D | +19.9% | +4.3% | +15.6% | +18.1% |
| 3M | +10.6% | -19.3% | +29.9% | +19.3% |
| 6M | +36.1% | +7.2% | +28.8% | +30.7% |
| YTD | +84.3% | -4.6% | +88.9% | +84.7% |
| 1Y | +87.6% | +2.5% | +85.1% | +81.5% |
| 3Y | +353.9% | -32.5% | +386.4% | +403.9% |
| 5Y | +376.1% | -30.6% | +406.7% | +429.4% |
| All | +284.5% | -28.1% | +312.6% | +318.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling