+137.9%
AMAT vs BMRN
-34.6%
+172.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | -14.7% | -4.2% | -10.5% | -14.3% |
| 30D | -36.1% | +1.5% | -37.6% | -36.2% |
| 3M | -36.9% | -8.8% | -28.0% | -36.4% |
| 6M | -22.2% | +2.6% | -24.8% | -23.7% |
| YTD | +29.9% | -5.7% | +35.6% | +29.5% |
| 1Y | +43.3% | +8.1% | +35.2% | +37.1% |
| All | +137.9% | -34.6% | +172.5% | +143.5% |
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