+149.7%
XBI vs BMRN
-29.6%
+179.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -4.6% | -1.3% | -3.4% | -4.0% |
| 30D | -2.0% | -6.5% | +4.5% | +1.4% |
| 3M | +17.8% | +18.3% | -0.5% | +7.6% |
| 6M | +23.7% | +8.9% | +14.8% | +17.3% |
| YTD | +28.2% | +10.5% | +17.7% | +20.3% |
| 1Y | +64.0% | +17.5% | +46.5% | +47.1% |
| 3Y | +99.4% | -27.7% | +127.1% | +123.3% |
| 5Y | +19.3% | -15.8% | +35.1% | +22.6% |
| All | +149.7% | -29.6% | +179.3% | +148.0% |
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