+375.5%
RY vs BMRN
-33.1%
+408.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -0.5% | -3.8% | +3.3% | +0.2% |
| 30D | -1.9% | -6.5% | +4.6% | -0.8% |
| 3M | +5.1% | +11.2% | -6.1% | +3.0% |
| 6M | +28.2% | +5.8% | +22.4% | +26.3% |
| YTD | +22.9% | +8.4% | +14.5% | +20.4% |
| 1Y | +45.5% | +15.7% | +29.8% | +40.3% |
| 3Y | +156.7% | -28.6% | +185.3% | +165.4% |
| 5Y | +137.7% | -19.6% | +157.3% | +135.7% |
| 10Y | +375.5% | -31.5% | +407.0% | +349.2% |
| All | +375.5% | -33.1% | +408.6% | +349.2% |
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