+40.3%
RUN vs BMRN
-29.6%
+70.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -3.7% | -1.3% | -2.4% | -3.2% |
| 30D | -13.0% | -6.5% | -6.5% | -10.3% |
| 3M | -31.8% | +18.3% | -50.0% | -37.4% |
| 6M | -32.2% | +8.9% | -41.1% | -35.7% |
| YTD | -53.5% | +10.5% | -64.0% | -56.4% |
| 1Y | -46.5% | +17.5% | -64.0% | -51.9% |
| 3Y | -37.6% | -27.7% | -9.9% | -31.1% |
| 5Y | -80.9% | -15.8% | -65.1% | -80.1% |
| All | +40.3% | -29.6% | +70.0% | +49.2% |
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