-2.1%
AGG vs BMRN
+7.7%
-9.7%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | -1.0% | -5.8% | +4.8% | -0.9% |
| 3M | -1.3% | +16.6% | -17.9% | -1.6% |
| 6M | -2.1% | +7.6% | -9.7% | -1.7% |
| All | -2.1% | +7.7% | -9.7% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling