-11.3%
ABT vs BMRN
-16.0%
+4.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | -5.9% | -1.3% | -4.6% | -5.7% |
| 30D | -8.1% | -6.5% | -1.6% | -7.1% |
| 3M | +14.5% | +18.3% | -3.7% | +11.3% |
| 6M | -6.3% | +8.9% | -15.2% | -7.8% |
| YTD | -17.1% | +10.5% | -27.6% | -18.8% |
| 1Y | -21.4% | +17.5% | -38.8% | -24.1% |
| 3Y | +5.9% | -27.7% | +33.6% | +10.3% |
| All | -11.3% | -16.0% | +4.8% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling