-6.2%
AMBA vs BMRN
-32.7%
+26.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +2.0% |
| 7D | -6.4% | -0.3% | -6.1% | -6.4% |
| 30D | -26.8% | +1.3% | -28.1% | -27.5% |
| 3M | -7.6% | +14.3% | -21.9% | -13.3% |
| 6M | +21.2% | +5.7% | +15.4% | +15.3% |
| YTD | -10.4% | +8.7% | -19.1% | -16.1% |
| 1Y | -24.4% | +14.6% | -39.1% | -31.3% |
| 3Y | +6.0% | -28.3% | +34.3% | +14.1% |
| 5Y | -53.9% | -15.7% | -38.1% | -53.3% |
| 10Y | -6.2% | -33.7% | +27.5% | -6.4% |
| All | -6.2% | -32.7% | +26.6% | -6.4% |
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