-98.7%
AMC vs BMRN
-38.4%
-60.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +5.5% | +2.6% | +2.8% | +4.9% |
| 30D | +16.1% | +4.3% | +11.9% | +14.9% |
| 3M | +43.0% | -17.1% | +60.0% | +50.1% |
| 6M | +130.7% | +5.7% | +125.0% | +124.9% |
| YTD | +121.8% | -3.9% | +125.7% | +121.4% |
| 1Y | +40.7% | +8.5% | +32.2% | +35.0% |
| 3Y | -56.8% | -32.0% | -24.8% | -53.5% |
| 5Y | -99.1% | -29.9% | -69.2% | -99.0% |
| 10Y | -98.7% | -38.9% | -59.7% | -98.7% |
| All | -98.7% | -38.4% | -60.2% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling