+3,297.7%
V vs BMRN
+68.9%
+3,228.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.5% |
| 7D | -0.4% | +1.0% | -1.4% | -0.6% |
| 30D | +6.3% | +4.3% | +2.1% | +5.2% |
| 3M | +17.2% | -19.3% | +36.4% | +23.1% |
| 6M | +29.2% | +7.2% | +22.0% | +26.1% |
| YTD | +20.8% | -4.6% | +25.4% | +21.1% |
| 1Y | +25.0% | +2.5% | +22.5% | +22.5% |
| 3Y | +75.3% | -32.5% | +107.8% | +86.2% |
| 5Y | +105.8% | -30.6% | +136.5% | +113.0% |
| 10Y | +451.9% | -38.0% | +489.9% | +446.7% |
| All | +3,297.7% | +68.9% | +3,228.8% | +2,072.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling