+621.5%
XYZ vs BMRN
-37.5%
+659.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.9% |
| 7D | -2.2% | +2.1% | -4.3% | -3.2% |
| 30D | +11.6% | +5.3% | +6.3% | +8.8% |
| 3M | +8.4% | -16.1% | +24.5% | +18.4% |
| 6M | +17.2% | +10.9% | +6.2% | +9.2% |
| YTD | +31.7% | -1.9% | +33.5% | +30.6% |
| 1Y | +30.1% | +6.2% | +23.9% | +22.2% |
| 3Y | +66.4% | -30.5% | +97.0% | +88.2% |
| 5Y | -62.2% | -28.4% | -33.8% | -57.8% |
| 10Y | +621.5% | -36.2% | +657.8% | +665.2% |
| All | +621.5% | -37.5% | +659.0% | +665.2% |
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