+143.7%
XLC vs BMRN
-30.9%
+174.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +0.5% | -1.3% | +1.8% | +0.8% |
| 30D | +2.1% | -6.5% | +8.6% | +3.7% |
| 3M | +0.7% | +18.3% | -17.6% | -3.6% |
| 6M | -3.2% | +8.9% | -12.1% | -5.8% |
| YTD | -3.8% | +10.5% | -14.3% | -6.9% |
| 1Y | -2.0% | +17.5% | -19.5% | -7.3% |
| 3Y | +71.4% | -27.7% | +99.1% | +79.7% |
| 5Y | +40.7% | -15.8% | +56.5% | +38.3% |
| All | +143.7% | -30.9% | +174.6% | +127.5% |
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