-71.8%
ADVB vs BMRN
+4.1%
-75.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +0.9% | -24.5% | -23.7% |
| 7D | +27.8% | +2.1% | +25.6% | +26.8% |
| 30D | -50.8% | +3.8% | -54.6% | -51.4% |
| 3M | -70.5% | -16.5% | -54.0% | -69.1% |
| 6M | -46.7% | +6.9% | -53.6% | -49.2% |
| YTD | -56.7% | -3.7% | -53.0% | -57.7% |
| 1Y | -71.8% | +5.6% | -77.3% | -73.2% |
| All | -71.8% | +4.1% | -75.8% | -73.2% |
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