+906.3%
XBI vs BMRN
+465.7%
+440.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -4.6% | -1.3% | -3.4% | -4.1% |
| 30D | -2.0% | -6.5% | +4.5% | +1.1% |
| 3M | +17.8% | +18.3% | -0.5% | +8.7% |
| 6M | +23.7% | +8.9% | +14.8% | +18.0% |
| YTD | +28.2% | +10.5% | +17.7% | +21.3% |
| 1Y | +64.0% | +17.5% | +46.5% | +49.1% |
| 3Y | +99.4% | -27.7% | +127.1% | +120.3% |
| 5Y | +19.3% | -15.8% | +35.1% | +23.1% |
| 10Y | +158.7% | -30.1% | +188.9% | +167.4% |
| All | +906.3% | +465.7% | +440.6% | +347.8% |
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