+153.3%
AMAT vs BMRN
-31.2%
+184.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.7% | -2.9% |
| 7D | +11.4% | +2.1% | +9.2% | +11.1% |
| 30D | -17.0% | +3.8% | -20.8% | -17.4% |
| 3M | -30.6% | -16.5% | -14.1% | -29.1% |
| 6M | -14.9% | +6.9% | -21.8% | -17.2% |
| YTD | +44.7% | -3.7% | +48.4% | +43.9% |
| 1Y | +66.9% | +5.6% | +61.3% | +61.6% |
| 3Y | +153.3% | -31.4% | +184.7% | +155.3% |
| All | +153.3% | -31.2% | +184.5% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling