+42.0%
SOFI vs BMRN
-26.3%
+68.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.5% |
| 7D | -4.9% | -1.3% | -3.7% | -4.4% |
| 30D | -3.5% | -6.5% | +3.0% | -0.4% |
| 3M | +3.9% | +18.3% | -14.4% | -4.8% |
| 6M | -6.5% | +8.9% | -15.4% | -11.4% |
| YTD | -33.8% | +10.5% | -44.4% | -38.2% |
| 1Y | -33.3% | +17.5% | -50.8% | -40.3% |
| 3Y | +94.6% | -27.7% | +122.3% | +119.1% |
| 5Y | +13.3% | -15.8% | +29.0% | +13.2% |
| All | +42.0% | -26.3% | +68.3% | +54.9% |
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