-97.1%
ADVB vs BMRN
-19.4%
-77.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | -4.1% | +2.6% | -6.7% | -5.0% |
| 30D | -60.3% | +4.3% | -64.5% | -61.0% |
| 3M | -73.3% | -17.1% | -56.3% | -71.4% |
| 6M | -65.9% | +5.7% | -71.6% | -67.6% |
| YTD | -63.9% | -3.9% | -60.0% | -64.3% |
| 1Y | -74.1% | +8.5% | -82.6% | -76.2% |
| All | -97.1% | -19.4% | -77.7% | -97.1% |
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