-53.4%
S vs BMRN
-21.5%
-31.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.2% |
| 7D | +0.1% | -1.4% | +1.4% | +0.6% |
| 30D | -11.8% | -5.8% | -6.0% | -9.9% |
| 3M | +33.9% | +16.6% | +17.3% | +25.3% |
| 6M | +40.1% | +7.6% | +32.5% | +34.4% |
| YTD | +32.1% | +10.2% | +21.8% | +25.1% |
| 1Y | +11.0% | +20.2% | -9.2% | +0.2% |
| 3Y | +16.9% | -27.4% | +44.3% | +28.4% |
| 5Y | -68.9% | -16.0% | -52.9% | -69.3% |
| All | -53.4% | -21.5% | -31.9% | -53.8% |
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