-29.3%
AFRM vs BMRN
-21.3%
-8.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.2% |
| 7D | -8.0% | -3.8% | -4.2% | -5.6% |
| 30D | -9.8% | -6.5% | -3.3% | -5.7% |
| 3M | +4.7% | +11.2% | -6.6% | -3.9% |
| 6M | +34.1% | +5.8% | +28.3% | +26.2% |
| YTD | -8.4% | +8.4% | -16.8% | -15.9% |
| 1Y | -22.9% | +15.7% | -38.6% | -34.3% |
| 3Y | +203.3% | -28.6% | +231.9% | +263.6% |
| 5Y | -26.0% | -19.6% | -6.4% | -17.1% |
| All | -29.3% | -21.3% | -8.0% | -19.4% |
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