-24.9%
AFRM vs BMRN
-18.7%
-6.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -7.0% | +2.9% | -9.8% | -8.7% |
| 30D | -7.8% | +11.0% | -18.8% | -14.9% |
| 3M | +5.3% | +17.8% | -12.5% | -7.2% |
| 6M | +42.6% | +10.1% | +32.6% | +30.5% |
| YTD | -2.8% | +11.9% | -14.7% | -12.7% |
| 1Y | -19.3% | +17.2% | -36.5% | -31.7% |
| 3Y | +231.0% | -28.5% | +259.5% | +301.3% |
| 5Y | -22.2% | -21.7% | -0.6% | -11.9% |
| All | -24.9% | -18.7% | -6.2% | -16.3% |
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 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