+3,271.3%
ADSK vs BMRN
+393.4%
+2,877.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | -14.9% | -6.5% | -8.4% | -13.7% |
| 3M | +3.3% | +18.3% | -14.9% | -0.4% |
| 6M | -15.7% | +8.9% | -24.5% | -17.7% |
| YTD | -28.2% | +10.5% | -38.8% | -30.3% |
| 1Y | -34.5% | +17.5% | -52.0% | -37.6% |
| 3Y | -2.9% | -27.7% | +24.8% | +1.1% |
| 5Y | -25.3% | -15.8% | -9.6% | -25.2% |
| 10Y | +217.8% | -30.1% | +247.9% | +217.9% |
| All | +3,271.3% | +393.4% | +2,877.9% | +1,981.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling