-23.7%
AKAM vs BMRN
+336.7%
-360.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +5.4% | -3.8% | +9.2% | +6.6% |
| 30D | -5.9% | -6.5% | +0.6% | -4.1% |
| 3M | -19.6% | +11.2% | -30.9% | -22.5% |
| 6M | +8.5% | +5.8% | +2.7% | +5.7% |
| YTD | +26.9% | +8.4% | +18.6% | +22.4% |
| 1Y | +41.7% | +15.7% | +26.0% | +33.2% |
| 3Y | +5.8% | -28.6% | +34.4% | +12.1% |
| 5Y | -2.3% | -19.6% | +17.3% | -2.9% |
| 10Y | +111.0% | -31.5% | +142.5% | +98.8% |
| All | -23.7% | +336.7% | -360.4% | -69.5% |
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