+1,315.3%
AMAT vs BMRN
-35.8%
+1,351.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.1% | +9.3% | +10.7% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | -26.9% | +4.3% | -31.3% | -28.1% |
| 3M | -31.2% | -10.4% | -20.8% | -29.1% |
| 6M | -14.7% | +5.8% | -20.5% | -18.3% |
| YTD | +44.7% | -3.8% | +48.5% | +42.9% |
| 1Y | +62.0% | +11.1% | +50.8% | +49.8% |
| 3Y | +165.0% | -31.7% | +196.7% | +186.9% |
| 5Y | +147.1% | -30.9% | +178.0% | +158.4% |
| 10Y | +1,315.3% | -37.7% | +1,353.0% | +1,240.6% |
| All | +1,315.3% | -35.8% | +1,351.0% | +1,240.6% |
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