+451.1%
AG vs BMRN
+274.0%
+177.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -0.1% | -3.8% | +3.7% | +1.0% |
| 30D | +12.5% | -6.5% | +18.9% | +14.7% |
| 3M | +28.2% | +11.2% | +16.9% | +24.1% |
| 6M | -18.8% | +5.8% | -24.6% | -20.5% |
| YTD | +27.4% | +8.4% | +19.0% | +23.9% |
| 1Y | +132.2% | +15.7% | +116.5% | +120.1% |
| 3Y | +286.9% | -28.6% | +315.4% | +313.3% |
| 5Y | +72.8% | -19.6% | +92.4% | +76.2% |
| 10Y | +74.6% | -31.5% | +106.1% | +70.3% |
| All | +451.1% | +274.0% | +177.1% | +118.5% |
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