-99.0%
AMC vs BMRN
-33.1%
-65.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | -6.8% | -3.8% | -3.0% | -5.8% |
| 30D | +1.7% | -6.5% | +8.1% | +3.5% |
| 3M | +26.8% | +11.2% | +15.6% | +22.6% |
| 6M | +117.7% | +5.8% | +111.9% | +112.5% |
| YTD | +57.7% | +8.4% | +49.3% | +52.7% |
| 1Y | -12.5% | +15.7% | -28.1% | -17.3% |
| 3Y | -65.7% | -28.6% | -37.2% | -63.7% |
| 5Y | -99.5% | -19.6% | -79.9% | -99.5% |
| 10Y | -99.0% | -31.5% | -67.5% | -99.0% |
| All | -99.0% | -33.1% | -65.9% | -99.0% |
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 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