+484.0%
V vs BMRN
-37.6%
+521.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +0.9% | +2.1% | -1.2% | +0.4% |
| 30D | +9.0% | +3.8% | +5.2% | +8.0% |
| 3M | +16.7% | -16.5% | +33.2% | +21.7% |
| 6M | +33.4% | +6.9% | +26.5% | +30.3% |
| YTD | +22.4% | -3.7% | +26.1% | +22.4% |
| 1Y | +27.7% | +5.6% | +22.1% | +24.2% |
| 3Y | +78.0% | -31.4% | +109.3% | +88.5% |
| 5Y | +108.5% | -30.0% | +138.5% | +114.7% |
| All | +484.0% | -37.6% | +521.6% | +457.6% |
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