+22.0%
ADM vs BMRN
-27.4%
+49.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | +3.0% | -1.4% | +4.4% | +3.1% |
| 30D | +8.7% | -5.8% | +14.5% | +9.3% |
| 3M | +7.6% | +16.6% | -9.0% | +6.0% |
| 6M | +26.9% | +7.6% | +19.3% | +25.9% |
| YTD | +54.3% | +10.2% | +44.1% | +52.5% |
| 1Y | +45.7% | +20.2% | +25.5% | +42.0% |
| All | +22.0% | -27.4% | +49.4% | +21.6% |
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 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