+176.5%
XLE vs BMRN
-38.2%
+214.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.1% |
| 7D | +4.4% | +1.0% | +3.3% | +4.1% |
| 30D | -4.3% | +4.3% | -8.5% | -5.2% |
| 3M | +6.0% | -19.3% | +25.3% | +10.6% |
| 6M | +13.2% | +7.2% | +6.0% | +10.6% |
| YTD | +46.7% | -4.6% | +51.3% | +46.4% |
| 1Y | +46.6% | +2.5% | +44.1% | +43.2% |
| 3Y | +69.6% | -32.5% | +102.0% | +78.6% |
| 5Y | +166.5% | -30.6% | +197.2% | +169.5% |
| All | +176.5% | -38.2% | +214.7% | +162.7% |
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