+348.0%
AMD vs BMRN
-26.7%
+374.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.7% |
| 7D | +2.6% | +2.9% | -0.3% | +2.1% |
| 30D | -0.9% | +11.0% | -12.0% | -3.0% |
| 3M | -8.7% | +17.8% | -26.5% | -12.0% |
| 6M | +136.3% | +10.1% | +126.2% | +130.6% |
| YTD | +123.0% | +11.9% | +111.0% | +116.4% |
| 1Y | +195.2% | +17.2% | +177.9% | +181.2% |
| All | +348.0% | -26.7% | +374.7% | +355.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling