-24.4%
AMBA vs BMRN
+12.4%
-36.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +0.5% |
| 7D | -6.4% | -0.3% | -6.1% | -6.4% |
| 30D | -26.8% | +1.3% | -28.1% | -26.5% |
| 3M | -7.6% | +14.3% | -21.9% | -5.6% |
| 6M | +21.2% | +5.7% | +15.4% | +28.5% |
| YTD | -10.4% | +8.7% | -19.1% | -6.0% |
| 1Y | -24.4% | +14.6% | -39.1% | -20.8% |
| All | -24.4% | +12.4% | -36.8% | -20.8% |
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