+354.3%
RY vs BMRN
-37.5%
+391.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.2% |
| 7D | -3.0% | +2.1% | -5.1% | -3.3% |
| 30D | +6.3% | +5.3% | +0.9% | +5.2% |
| 3M | -2.6% | -16.1% | +13.5% | +0.3% |
| 6M | +13.9% | +10.9% | +3.0% | +11.3% |
| YTD | +21.7% | -1.9% | +23.5% | +21.2% |
| 1Y | +40.4% | +6.2% | +34.3% | +37.4% |
| 3Y | +161.3% | -30.5% | +191.9% | +171.8% |
| 5Y | +126.5% | -28.4% | +154.8% | +129.3% |
| 10Y | +354.3% | -36.2% | +390.6% | +334.4% |
| All | +354.3% | -37.5% | +391.8% | +334.4% |
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