+106.2%
XLP vs BMRN
-33.1%
+139.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -2.9% | -3.8% | +0.9% | -2.4% |
| 30D | -2.2% | -6.5% | +4.3% | -1.5% |
| 3M | -0.6% | +11.2% | -11.8% | -2.0% |
| 6M | -2.2% | +5.8% | -8.0% | -3.2% |
| YTD | +8.3% | +8.4% | -0.1% | +6.7% |
| 1Y | +5.7% | +15.7% | -9.9% | +3.0% |
| 3Y | +25.7% | -28.6% | +54.2% | +28.9% |
| 5Y | +31.3% | -19.6% | +50.9% | +30.6% |
| 10Y | +106.2% | -31.5% | +137.7% | +100.9% |
| All | +106.2% | -33.1% | +139.2% | +100.9% |
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