+152.3%
W vs BMRN
-29.8%
+182.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.6% |
| 7D | +0.5% | -1.4% | +1.9% | +1.2% |
| 30D | -5.6% | -5.8% | +0.2% | -2.4% |
| 3M | +41.9% | +16.6% | +25.3% | +29.1% |
| 6M | +30.2% | +7.6% | +22.6% | +23.4% |
| YTD | -2.9% | +10.2% | -13.2% | -9.9% |
| 1Y | +11.6% | +20.2% | -8.6% | -3.0% |
| 3Y | +37.0% | -27.4% | +64.3% | +54.8% |
| 5Y | -62.8% | -16.0% | -46.8% | -60.6% |
| All | +152.3% | -29.8% | +182.1% | +167.8% |
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 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