+50.6%
AA vs BMRN
+20.6%
+30.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | -5.8% | -6.5% | +0.7% | -4.6% |
| 3M | -29.9% | +18.3% | -48.2% | -32.0% |
| 6M | -27.0% | +8.9% | -35.9% | -28.3% |
| YTD | -8.7% | +10.5% | -19.2% | -11.0% |
| 1Y | +50.6% | +17.5% | +33.2% | +42.4% |
| All | +50.6% | +20.6% | +30.0% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling