+628.3%
AGNC vs BMRN
+67.3%
+561.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | +1.9% | +18.3% | -16.4% | -0.7% |
| 6M | +1.8% | +8.9% | -7.1% | +0.2% |
| YTD | +3.4% | +10.5% | -7.1% | +1.5% |
| 1Y | +13.6% | +17.5% | -3.9% | +10.0% |
| 3Y | +60.4% | -27.7% | +88.1% | +64.7% |
| 5Y | +27.0% | -15.8% | +42.7% | +26.6% |
| 10Y | +83.1% | -30.1% | +113.2% | +79.1% |
| All | +628.3% | +67.3% | +561.0% | +402.5% |
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