+588.9%
RVMD vs BMRN
-16.0%
+604.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.0% | -1.3% | -1.7% | -2.3% |
| 30D | -0.7% | -6.5% | +5.8% | +2.7% |
| 3M | +36.5% | +18.3% | +18.3% | +23.4% |
| 6M | +104.6% | +8.9% | +95.7% | +92.4% |
| YTD | +155.8% | +10.5% | +145.3% | +137.2% |
| 1Y | +340.7% | +17.5% | +323.2% | +288.1% |
| 3Y | +519.9% | -27.7% | +547.6% | +604.3% |
| All | +588.9% | -16.0% | +604.9% | +583.7% |
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