+8,344.7%
AME vs BMRN
+385.5%
+7,959.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.4% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | -6.3% | +1.3% | -7.6% | -6.6% |
| 3M | +5.4% | +14.3% | -8.9% | +3.1% |
| 6M | +7.4% | +5.7% | +1.7% | +6.1% |
| YTD | +16.2% | +8.7% | +7.4% | +14.1% |
| 1Y | +26.8% | +14.6% | +12.2% | +23.1% |
| 3Y | +57.5% | -28.3% | +85.8% | +61.9% |
| 5Y | +84.8% | -15.7% | +100.6% | +83.4% |
| 10Y | +424.3% | -33.7% | +458.0% | +422.2% |
| All | +8,344.7% | +385.5% | +7,959.2% | +6,115.6% |
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