+74.2%
AA vs BMRN
-27.4%
+101.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -5.2% |
| 7D | -5.4% | -1.4% | -4.0% | -5.1% |
| 30D | -10.7% | -5.8% | -4.9% | -9.5% |
| 3M | -26.2% | +16.6% | -42.8% | -28.9% |
| 6M | -20.9% | +7.6% | -28.5% | -22.6% |
| YTD | -8.6% | +10.2% | -18.9% | -11.4% |
| 1Y | +57.4% | +20.2% | +37.2% | +48.4% |
| All | +74.2% | -27.4% | +101.6% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling