+379.1%
V vs BMRN
-29.6%
+408.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.2% | -1.3% | 0.0% | -0.9% |
| 30D | +3.1% | -6.5% | +9.6% | +4.6% |
| 3M | +16.3% | +18.3% | -1.9% | +11.4% |
| 6M | +20.4% | +8.9% | +11.5% | +17.2% |
| YTD | +6.3% | +10.5% | -4.3% | +3.0% |
| 1Y | +8.7% | +17.5% | -8.8% | +3.2% |
| 3Y | +53.3% | -27.7% | +81.0% | +60.3% |
| 5Y | +71.1% | -15.8% | +86.8% | +68.2% |
| All | +379.1% | -29.6% | +408.8% | +352.0% |
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