+569.3%
AMP vs BMRN
-29.6%
+598.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | -1.3% | -6.5% | +5.2% | +0.7% |
| 3M | +24.2% | +18.3% | +5.9% | +17.2% |
| 6M | +24.6% | +8.9% | +15.7% | +20.1% |
| YTD | +14.8% | +10.5% | +4.3% | +9.8% |
| 1Y | +12.8% | +17.5% | -4.7% | +4.6% |
| 3Y | +69.0% | -27.7% | +96.7% | +79.2% |
| 5Y | +124.9% | -15.8% | +140.6% | +117.0% |
| All | +569.3% | -29.6% | +598.9% | +501.4% |
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