-44.0%
ACHR vs BMRN
-28.1%
-15.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -2.3% | -1.3% | -1.0% | -1.7% |
| 30D | -11.3% | -6.5% | -4.8% | -8.6% |
| 3M | +5.3% | +18.3% | -13.0% | -3.0% |
| 6M | -13.2% | +8.9% | -22.1% | -17.4% |
| YTD | -25.8% | +10.5% | -36.3% | -30.2% |
| 1Y | -34.3% | +17.5% | -51.8% | -40.5% |
| 3Y | -19.9% | -27.7% | +7.8% | -10.9% |
| 5Y | -42.7% | -15.8% | -26.9% | -41.6% |
| All | -44.0% | -28.1% | -15.9% | -42.6% |
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