+177.8%
XLE vs BMRN
-29.6%
+207.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +1.7% | -1.3% | +3.0% | +1.9% |
| 30D | +6.7% | -6.5% | +13.2% | +8.2% |
| 3M | +14.9% | +18.3% | -3.4% | +10.6% |
| 6M | +15.9% | +8.9% | +7.0% | +13.0% |
| YTD | +47.7% | +10.5% | +37.2% | +43.3% |
| 1Y | +50.7% | +17.5% | +33.2% | +43.3% |
| 3Y | +57.9% | -27.7% | +85.6% | +64.2% |
| 5Y | +227.0% | -15.8% | +242.8% | +216.3% |
| All | +177.8% | -29.6% | +207.4% | +156.6% |
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