+337.4%
AGI vs BMRN
-29.6%
+367.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -2.7% | -1.3% | -1.5% | -2.6% |
| 30D | +7.2% | -6.5% | +13.7% | +8.1% |
| 3M | +4.3% | +18.3% | -14.0% | +1.9% |
| 6M | -27.1% | +8.9% | -36.0% | -28.1% |
| YTD | -6.6% | +10.5% | -17.1% | -8.0% |
| 1Y | +9.5% | +17.5% | -8.0% | +6.7% |
| 3Y | +208.4% | -27.7% | +236.2% | +215.8% |
| 5Y | +401.6% | -15.8% | +417.4% | +402.8% |
| All | +337.4% | -29.6% | +367.0% | +330.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling