+5,269.5%
AGI vs BMRN
+480.2%
+4,789.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.5% |
| 7D | -5.3% | -1.4% | -3.9% | -5.1% |
| 30D | +6.8% | -5.8% | +12.6% | +7.5% |
| 3M | +8.3% | +16.6% | -8.3% | +6.1% |
| 6M | -29.2% | +7.6% | -36.8% | -30.1% |
| YTD | -7.3% | +10.2% | -17.5% | -8.6% |
| 1Y | +8.0% | +20.2% | -12.2% | +5.0% |
| 3Y | +206.6% | -27.4% | +233.9% | +213.7% |
| 5Y | +398.1% | -16.0% | +414.1% | +396.4% |
| 10Y | +384.0% | -30.3% | +414.3% | +374.8% |
| All | +5,269.5% | +480.2% | +4,789.3% | +3,508.9% |
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 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