+866.2%
AMBA vs BMRN
+35.4%
+830.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.2% |
| 7D | -7.2% | -4.2% | -3.0% | -5.8% |
| 30D | -10.4% | +1.5% | -11.9% | -11.1% |
| 3M | -30.1% | -8.8% | -21.3% | -28.3% |
| 6M | -22.4% | +2.6% | -25.0% | -25.7% |
| YTD | -17.3% | -5.7% | -11.6% | -18.7% |
| 1Y | -35.4% | +8.1% | -43.5% | -40.2% |
| 3Y | +18.6% | -26.5% | +45.1% | +24.9% |
| 5Y | -69.8% | -33.2% | -36.6% | -66.9% |
| 10Y | +1.1% | -31.7% | +32.8% | -0.8% |
| All | +866.2% | +35.4% | +830.8% | +652.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling