+183.5%
TECH vs BMRN
-29.8%
+213.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -0.5% | -1.4% | +0.9% | -0.1% |
| 30D | 0.0% | -5.8% | +5.8% | +1.8% |
| 3M | +37.4% | +16.6% | +20.8% | +30.1% |
| 6M | +36.9% | +7.6% | +29.3% | +32.3% |
| YTD | +23.1% | +10.2% | +12.9% | +17.8% |
| 1Y | +42.2% | +20.2% | +22.0% | +31.6% |
| 3Y | +1.9% | -27.4% | +29.3% | +8.7% |
| 5Y | -42.9% | -16.0% | -26.9% | -42.4% |
| All | +183.5% | -29.8% | +213.3% | +180.0% |
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