+189.3%
TECH vs BMRN
-37.6%
+227.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | +0.1% | +2.1% | -2.0% | -0.6% |
| 30D | +0.5% | +3.8% | -3.3% | -0.9% |
| 3M | +1.1% | -16.5% | +17.6% | +6.8% |
| 6M | +62.8% | +6.9% | +56.0% | +57.7% |
| YTD | +24.5% | -3.7% | +28.2% | +24.1% |
| 1Y | +20.6% | +5.6% | +15.1% | +15.9% |
| 3Y | +29.5% | -31.4% | +60.8% | +41.1% |
| 5Y | -40.9% | -30.0% | -10.9% | -37.0% |
| All | +189.3% | -37.6% | +227.0% | +193.3% |
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