-16.1%
Z vs BMRN
-32.2%
+16.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -4.6% | -4.2% | -0.3% | -2.8% |
| 30D | +8.3% | +1.5% | +6.8% | +7.9% |
| 3M | -11.6% | -8.8% | -2.8% | -8.4% |
| 6M | -33.6% | +2.6% | -36.3% | -34.8% |
| YTD | -56.7% | -5.7% | -51.0% | -56.2% |
| 1Y | -59.1% | +8.1% | -67.2% | -61.2% |
| 3Y | -20.4% | -26.5% | +6.1% | -14.6% |
| 5Y | -55.3% | -33.2% | -22.0% | -50.1% |
| All | -16.1% | -32.2% | +16.1% | -15.6% |
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