-97.3%
ADVB vs BMRN
-21.0%
-76.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -13.9% | -4.2% | -9.7% | -12.6% |
| 30D | -68.1% | +1.5% | -69.6% | -68.4% |
| 3M | -73.4% | -8.8% | -64.6% | -72.6% |
| 6M | -70.8% | +2.6% | -73.4% | -71.9% |
| YTD | -66.1% | -5.7% | -60.4% | -66.3% |
| 1Y | -77.5% | +8.1% | -85.6% | -79.3% |
| All | -97.3% | -21.0% | -76.3% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling