+937.8%
AMBA vs BMRN
+60.7%
+877.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -11.0% | +2.9% | -13.8% | -11.9% |
| 30D | -23.2% | +11.0% | -34.2% | -26.4% |
| 3M | -12.7% | +17.8% | -30.5% | -18.9% |
| 6M | +11.2% | +10.1% | +1.1% | +4.2% |
| YTD | -11.2% | +11.9% | -23.2% | -17.7% |
| 1Y | -22.5% | +17.2% | -39.8% | -29.9% |
| 3Y | -1.3% | -28.5% | +27.2% | +5.7% |
| 5Y | -54.2% | -21.7% | -32.5% | -52.5% |
| 10Y | -6.1% | -30.5% | +24.4% | -8.3% |
| All | +937.8% | +60.7% | +877.0% | +661.5% |
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