-9.7%
AFRM vs BMRN
+10.1%
-19.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.5% |
| 7D | -10.3% | +2.1% | -12.4% | -10.6% |
| 30D | -13.7% | +5.3% | -19.0% | -14.5% |
| 3M | -11.6% | -16.1% | +4.6% | -9.2% |
| 6M | +2.1% | +10.9% | -8.8% | 0.0% |
| YTD | -8.9% | -1.9% | -7.0% | -8.5% |
| 1Y | -9.7% | +6.2% | -15.9% | -5.3% |
| All | -9.7% | +10.1% | -19.8% | -5.3% |
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 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