+217.3%
RRX vs BMRN
-29.6%
+247.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -0.3% | -1.3% | +0.9% | 0.0% |
| 30D | -6.1% | -6.5% | +0.4% | -4.5% |
| 3M | -23.1% | +18.3% | -41.3% | -27.0% |
| 6M | -19.5% | +8.9% | -28.4% | -22.1% |
| YTD | +16.1% | +10.5% | +5.6% | +11.6% |
| 1Y | +12.9% | +17.5% | -4.5% | +6.0% |
| 3Y | +7.9% | -27.7% | +35.7% | +14.2% |
| 5Y | +19.1% | -15.8% | +34.9% | +18.8% |
| All | +217.3% | -29.6% | +247.0% | +192.2% |
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