+211.9%
TER vs BMRN
-18.8%
+230.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -4.0% |
| 7D | +9.4% | -1.4% | +10.8% | +9.7% |
| 30D | -2.4% | -5.8% | +3.4% | -1.0% |
| 3M | +6.5% | +16.6% | -10.1% | +0.4% |
| 6M | +23.2% | +7.6% | +15.6% | +18.7% |
| YTD | +91.5% | +10.2% | +81.2% | +82.4% |
| 1Y | +214.8% | +20.2% | +194.6% | +187.5% |
| 3Y | +275.3% | -27.4% | +302.7% | +301.2% |
| 5Y | +211.9% | -16.0% | +227.9% | +181.5% |
| All | +211.9% | -18.8% | +230.7% | +181.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling