-1.2%
AGNC vs BMRN
+7.6%
-8.8%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | -0.1% | -2.4% | +2.3% | +0.1% |
| 30D | +2.8% | -0.2% | +2.9% | +2.7% |
| 3M | -14.2% | -6.3% | -7.9% | -13.8% |
| 6M | -11.7% | +5.4% | -17.1% | -11.8% |
| YTD | -7.7% | -5.6% | -2.1% | -7.5% |
| 1Y | -1.2% | +6.3% | -7.5% | -1.7% |
| All | -1.2% | +7.6% | -8.8% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling