+433.0%
AME vs BMRN
-29.6%
+462.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +1.7% | -1.3% | +3.0% | +2.0% |
| 30D | -6.4% | -6.5% | +0.1% | -5.0% |
| 3M | +7.1% | +18.3% | -11.2% | +2.4% |
| 6M | +8.2% | +8.9% | -0.7% | +5.2% |
| YTD | +18.2% | +10.5% | +7.7% | +14.3% |
| 1Y | +26.7% | +17.5% | +9.3% | +20.0% |
| 3Y | +60.7% | -27.7% | +88.4% | +68.1% |
| 5Y | +91.6% | -15.8% | +107.3% | +86.8% |
| All | +433.0% | -29.6% | +462.7% | +390.1% |
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