-29.4%
AFRM vs BMRN
-30.2%
+0.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -1.5% |
| 7D | -7.5% | -0.5% | -7.1% | -7.2% |
| 30D | -15.7% | +4.3% | -20.0% | -18.2% |
| 3M | -9.6% | -10.4% | +0.8% | -3.4% |
| 6M | +6.3% | +5.8% | +0.5% | -0.9% |
| YTD | -8.6% | -3.8% | -4.8% | -9.2% |
| 1Y | -7.6% | +11.1% | -18.7% | -19.8% |
| 3Y | +173.7% | -31.7% | +205.4% | +233.7% |
| 5Y | -56.9% | -30.9% | -26.0% | -46.5% |
| All | -29.4% | -30.2% | +0.8% | -13.0% |
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 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