+26.4%
AGNC vs BMRN
-16.0%
+42.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -4.7% | -1.3% | -3.4% | -4.5% |
| 30D | -5.7% | -6.5% | +0.8% | -4.5% |
| 3M | +1.9% | +18.3% | -16.4% | -1.8% |
| 6M | +1.8% | +8.9% | -7.1% | -0.4% |
| YTD | +3.4% | +10.5% | -7.1% | +0.7% |
| 1Y | +13.6% | +17.5% | -3.9% | +8.6% |
| 3Y | +60.4% | -27.7% | +88.1% | +67.4% |
| All | +26.4% | -16.0% | +42.4% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling