-4.5%
AKAM vs BMRN
-16.0%
+11.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.5% | -1.3% | +2.8% | +1.7% |
| 30D | -13.0% | -6.5% | -6.5% | -11.8% |
| 3M | -19.4% | +18.3% | -37.6% | -22.5% |
| 6M | +0.3% | +8.9% | -8.6% | -2.1% |
| YTD | +22.4% | +10.5% | +11.9% | +18.8% |
| 1Y | +34.8% | +17.5% | +17.4% | +28.5% |
| 3Y | +1.9% | -27.7% | +29.7% | +4.7% |
| All | -4.5% | -16.0% | +11.6% | -6.1% |
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