+686.9%
SEI vs BMRN
-26.4%
+713.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | +22.6% | -1.3% | +23.9% | +22.8% |
| 30D | +9.1% | -6.5% | +15.6% | +11.0% |
| 3M | -11.3% | +18.3% | -29.6% | -16.2% |
| 6M | +22.0% | +8.9% | +13.1% | +17.5% |
| YTD | +47.3% | +10.5% | +36.8% | +40.7% |
| 1Y | +124.8% | +17.5% | +107.3% | +109.5% |
| 3Y | +591.3% | -27.7% | +619.0% | +625.7% |
| 5Y | +1,008.2% | -15.8% | +1,024.0% | +965.6% |
| All | +686.9% | -26.4% | +713.3% | +598.2% |
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