-87.2%
ADVB vs BMRN
-6.2%
-81.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.8% |
| 7D | -3.8% | +2.9% | -6.6% | -5.1% |
| 30D | +17.6% | +11.0% | +6.5% | +12.3% |
| 3M | +119.1% | +17.8% | +101.3% | +100.1% |
| 6M | +103.4% | +10.1% | +93.3% | +92.3% |
| YTD | +59.8% | +11.9% | +47.9% | +48.8% |
| 1Y | +8.5% | +17.2% | -8.7% | -2.0% |
| All | -87.2% | -6.2% | -81.1% | -87.9% |
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