+279.2%
RTX vs BMRN
-29.6%
+308.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -1.5% | -1.3% | -0.3% | -1.3% |
| 30D | -11.0% | -6.5% | -4.5% | -9.8% |
| 3M | +7.7% | +18.3% | -10.6% | +3.7% |
| 6M | -3.9% | +8.9% | -12.8% | -6.1% |
| YTD | +9.0% | +10.5% | -1.6% | +6.0% |
| 1Y | +27.3% | +17.5% | +9.8% | +21.6% |
| 3Y | +172.9% | -27.7% | +200.6% | +183.8% |
| 5Y | +165.2% | -15.8% | +180.9% | +159.5% |
| All | +279.2% | -29.6% | +308.8% | +253.0% |
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