+348.6%
RY vs BMRN
-37.6%
+386.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +0.6% | +2.1% | -1.6% | +0.2% |
| 30D | +5.0% | +3.8% | +1.2% | +4.3% |
| 3M | -5.3% | -16.5% | +11.2% | -2.4% |
| 6M | +13.8% | +6.9% | +7.0% | +11.9% |
| YTD | +21.0% | -3.7% | +24.7% | +20.8% |
| 1Y | +40.5% | +5.6% | +34.9% | +37.6% |
| 3Y | +159.7% | -31.4% | +191.0% | +170.5% |
| 5Y | +124.3% | -30.0% | +154.3% | +128.0% |
| All | +348.6% | -37.6% | +386.3% | +331.5% |
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