+96.6%
AMCR vs BMRN
+71.0%
+25.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -5.0% | -1.4% | -3.6% | -4.8% |
| 30D | -8.0% | -5.8% | -2.2% | -7.4% |
| 3M | +14.3% | +16.6% | -2.4% | +12.4% |
| 6M | +5.3% | +7.6% | -2.3% | +4.4% |
| YTD | +7.7% | +10.2% | -2.5% | +6.4% |
| 1Y | +10.8% | +20.2% | -9.4% | +8.3% |
| 3Y | +9.6% | -27.4% | +36.9% | +11.3% |
| 5Y | -10.2% | -16.0% | +5.8% | -10.3% |
| 10Y | +16.5% | -30.3% | +46.8% | +15.5% |
| All | +96.6% | +71.0% | +25.7% | +93.0% |
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 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