+171.7%
ADM vs BMRN
-29.8%
+201.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | +3.0% | -1.4% | +4.4% | +3.2% |
| 30D | +8.7% | -5.8% | +14.5% | +9.7% |
| 3M | +7.6% | +16.6% | -9.0% | +4.7% |
| 6M | +26.9% | +7.6% | +19.3% | +24.7% |
| YTD | +54.3% | +10.2% | +44.1% | +50.7% |
| 1Y | +45.7% | +20.2% | +25.5% | +39.4% |
| 3Y | +21.9% | -27.4% | +49.3% | +25.7% |
| 5Y | +67.2% | -16.0% | +83.1% | +63.6% |
| All | +171.7% | -29.8% | +201.5% | +163.5% |
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