+1,118.6%
ABBV vs BMRN
+29.3%
+1,089.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.3% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | +1.1% | +1.3% | -0.2% | +0.7% |
| 3M | +12.3% | +14.3% | -2.0% | +8.4% |
| 6M | +9.8% | +5.7% | +4.0% | +7.8% |
| YTD | +11.5% | +8.7% | +2.7% | +8.5% |
| 1Y | +22.3% | +14.6% | +7.6% | +16.7% |
| 3Y | +85.2% | -28.3% | +113.5% | +94.8% |
| 5Y | +170.8% | -15.7% | +186.6% | +165.0% |
| 10Y | +485.4% | -33.7% | +519.1% | +460.0% |
| All | +1,118.6% | +29.3% | +1,089.3% | +903.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling