+58.5%
AMAT vs BMRN
+10.1%
+48.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.1% | +9.3% | +11.6% |
| 7D | -1.1% | -0.5% | -0.6% | -1.2% |
| 30D | -26.9% | +4.3% | -31.3% | -26.4% |
| 3M | -31.2% | -10.4% | -20.8% | -32.2% |
| 6M | -14.7% | +5.8% | -20.5% | -15.0% |
| YTD | +44.7% | -3.8% | +48.5% | +44.7% |
| All | +58.5% | +10.1% | +48.4% | +58.2% |
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