-56.9%
AFRM vs BMRN
-31.2%
-25.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -1.6% |
| 7D | -7.5% | -0.5% | -7.1% | -7.2% |
| 30D | -15.7% | +4.3% | -20.0% | -18.3% |
| 3M | -9.6% | -10.4% | +0.8% | -3.2% |
| 6M | +6.3% | +5.8% | +0.5% | -1.2% |
| YTD | -8.6% | -3.8% | -4.8% | -9.3% |
| 1Y | -7.6% | +11.1% | -18.7% | -20.4% |
| 3Y | +173.7% | -31.7% | +205.4% | +236.0% |
| 5Y | -56.9% | -30.9% | -26.0% | -48.0% |
| All | -56.9% | -31.2% | -25.7% | -48.0% |
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