+1,665.8%
AMAT vs BMRN
-32.7%
+1,698.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.8% | +4.9% |
| 7D | +7.0% | -0.3% | +7.3% | +7.0% |
| 30D | -12.2% | +1.3% | -13.5% | -12.9% |
| 3M | -3.8% | +14.3% | -18.1% | -9.2% |
| 6M | +45.9% | +5.7% | +40.2% | +40.6% |
| YTD | +84.6% | +8.7% | +75.9% | +75.5% |
| 1Y | +193.4% | +14.6% | +178.7% | +170.9% |
| 3Y | +228.1% | -28.3% | +256.4% | +250.1% |
| 5Y | +268.9% | -15.7% | +284.7% | +259.2% |
| 10Y | +1,665.8% | -33.7% | +1,699.4% | +1,601.7% |
| All | +1,665.8% | -32.7% | +1,698.5% | +1,601.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling