-53.9%
AMBA vs BMRN
-14.7%
-39.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -11.0% | +2.9% | -13.8% | -12.0% |
| 30D | -23.2% | +11.0% | -34.2% | -26.7% |
| 3M | -12.7% | +17.8% | -30.5% | -19.6% |
| 6M | +11.2% | +10.1% | +1.1% | +4.0% |
| YTD | -11.2% | +11.9% | -23.2% | -18.2% |
| 1Y | -22.5% | +17.2% | -39.8% | -31.0% |
| 3Y | -1.3% | -28.5% | +27.2% | +11.5% |
| All | -53.9% | -14.7% | -39.2% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling