+253.9%
XLI vs BMRN
-29.6%
+283.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | -7.3% | -6.5% | -0.8% | -6.0% |
| 3M | -1.3% | +18.3% | -19.6% | -5.1% |
| 6M | +2.2% | +8.9% | -6.7% | -0.2% |
| YTD | +11.7% | +10.5% | +1.2% | +8.5% |
| 1Y | +14.3% | +17.5% | -3.2% | +8.9% |
| 3Y | +70.3% | -27.7% | +98.1% | +77.3% |
| 5Y | +82.3% | -15.8% | +98.1% | +79.1% |
| All | +253.9% | -29.6% | +283.5% | +229.6% |
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