+18.6%
AMBA vs BMRN
-29.4%
+48.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.2% |
| 7D | -7.2% | -4.2% | -3.0% | -6.5% |
| 30D | -10.4% | +1.5% | -11.9% | -10.7% |
| 3M | -30.1% | -8.8% | -21.3% | -29.2% |
| 6M | -22.4% | +2.6% | -25.0% | -24.5% |
| YTD | -17.3% | -5.7% | -11.6% | -17.5% |
| 1Y | -35.4% | +8.1% | -43.5% | -39.2% |
| 3Y | +18.6% | -26.5% | +45.1% | +27.0% |
| All | +18.6% | -29.4% | +48.0% | +27.0% |
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