+57.7%
AMGN vs BMRN
-27.2%
+84.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -13.7% | -1.3% | -12.4% | -13.4% |
| 30D | -8.8% | -6.5% | -2.3% | -7.2% |
| 3M | +7.2% | +18.3% | -11.1% | +2.8% |
| 6M | +1.3% | +8.9% | -7.6% | -1.2% |
| YTD | +17.6% | +10.5% | +7.1% | +14.2% |
| 1Y | +37.2% | +17.5% | +19.7% | +30.6% |
| 3Y | +57.7% | -27.7% | +85.5% | +60.3% |
| All | +57.7% | -27.2% | +84.9% | +60.3% |
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