-19.9%
ACHR vs BMRN
-27.2%
+7.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -2.3% | -1.3% | -1.0% | -1.8% |
| 30D | -11.3% | -6.5% | -4.8% | -8.8% |
| 3M | +5.3% | +18.3% | -13.0% | -2.1% |
| 6M | -13.2% | +8.9% | -22.1% | -16.9% |
| YTD | -25.8% | +10.5% | -36.3% | -29.7% |
| 1Y | -34.3% | +17.5% | -51.8% | -39.8% |
| 3Y | -19.9% | -27.7% | +7.8% | -16.3% |
| All | -19.9% | -27.2% | +7.2% | -16.3% |
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