+197.1%
ABT vs BMRN
-29.6%
+226.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | -5.9% | -1.3% | -4.6% | -5.6% |
| 30D | -8.1% | -6.5% | -1.6% | -6.7% |
| 3M | +14.5% | +18.3% | -3.7% | +10.2% |
| 6M | -6.3% | +8.9% | -15.2% | -8.5% |
| YTD | -17.1% | +10.5% | -27.6% | -19.5% |
| 1Y | -21.4% | +17.5% | -38.8% | -25.2% |
| 3Y | +5.9% | -27.7% | +33.6% | +10.6% |
| 5Y | -12.8% | -15.8% | +3.0% | -14.3% |
| All | +197.1% | -29.6% | +226.7% | +185.4% |
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 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