-10.2%
ADSK vs BMRN
+8.7%
-18.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.6% | +4.4% | +6.6% |
| 7D | +11.4% | +2.0% | +9.4% | +11.1% |
| 30D | +21.9% | -0.7% | +22.6% | +21.9% |
| 3M | +13.9% | -5.9% | +19.8% | +14.7% |
| 6M | +9.1% | +3.0% | +6.1% | +10.1% |
| YTD | -8.8% | -3.9% | -4.9% | -7.2% |
| 1Y | -10.2% | +8.8% | -19.0% | -9.4% |
| All | -10.2% | +8.7% | -18.9% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling