+47.9%
ADP vs BMRN
-18.8%
+66.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -5.7% | -1.4% | -4.3% | -5.5% |
| 30D | -1.4% | -5.8% | +4.4% | -0.4% |
| 3M | +16.6% | +16.6% | -0.1% | +13.4% |
| 6M | +24.9% | +7.6% | +17.4% | +23.0% |
| YTD | +5.6% | +10.2% | -4.7% | +3.3% |
| 1Y | -6.0% | +20.2% | -26.2% | -9.9% |
| 3Y | +14.5% | -27.4% | +41.8% | +19.2% |
| 5Y | +47.9% | -16.0% | +63.9% | +48.8% |
| All | +47.9% | -18.8% | +66.6% | +48.8% |
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