+4.9%
AMBA vs BMRN
-38.4%
+43.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -2.7% | +2.6% | -5.3% | -3.5% |
| 30D | -10.5% | +4.3% | -14.7% | -12.1% |
| 3M | -26.4% | -17.1% | -9.4% | -21.4% |
| 6M | -20.9% | +5.7% | -26.6% | -25.2% |
| YTD | -14.8% | -3.9% | -10.9% | -16.8% |
| 1Y | -36.1% | +8.5% | -44.5% | -41.2% |
| 3Y | +20.2% | -32.0% | +52.2% | +31.9% |
| 5Y | -67.2% | -29.9% | -37.3% | -64.6% |
| 10Y | +4.9% | -38.9% | +43.9% | +5.3% |
| All | +4.9% | -38.4% | +43.4% | +5.3% |
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 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