-14.5%
Z vs BMRN
-35.8%
+21.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.0% |
| 7D | -5.2% | -0.5% | -4.7% | -4.8% |
| 30D | +5.7% | +4.3% | +1.4% | +4.2% |
| 3M | -8.7% | -10.4% | +1.6% | -4.7% |
| 6M | -26.0% | +5.8% | -31.7% | -28.2% |
| YTD | -55.0% | -3.8% | -51.3% | -54.9% |
| 1Y | -58.0% | +11.1% | -69.1% | -60.6% |
| 3Y | -15.2% | -31.7% | +16.5% | -5.7% |
| 5Y | -53.8% | -30.9% | -22.9% | -49.1% |
| 10Y | -14.5% | -37.7% | +23.2% | -13.7% |
| All | -14.5% | -35.8% | +21.2% | -13.7% |
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