-88.4%
ADVB vs BMRN
-9.1%
-79.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.2% |
| 7D | -13.0% | -3.8% | -9.2% | -11.5% |
| 30D | +7.5% | -6.5% | +13.9% | +10.2% |
| 3M | +129.1% | +11.2% | +117.9% | +115.5% |
| 6M | +71.7% | +5.8% | +65.9% | +65.2% |
| YTD | +45.5% | +8.4% | +37.2% | +37.4% |
| 1Y | -2.7% | +15.7% | -18.4% | -12.0% |
| All | -88.4% | -9.1% | -79.2% | -88.8% |
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 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