+61.4%
AMAT vs BMRN
+8.7%
+52.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -2.9% |
| 7D | -11.2% | +2.0% | -13.2% | -10.9% |
| 30D | -31.9% | -0.7% | -31.2% | -31.8% |
| 3M | -32.3% | -5.9% | -26.4% | -32.7% |
| 6M | -5.4% | +3.0% | -8.4% | -5.8% |
| YTD | +44.3% | -3.9% | +48.1% | +44.5% |
| 1Y | +61.4% | +8.8% | +52.6% | +60.7% |
| All | +61.4% | +8.7% | +52.7% | +60.7% |
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