+2,172.4%
AMP vs BMRN
+624.1%
+1,548.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.6% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | -1.3% | -6.5% | +5.2% | +0.9% |
| 3M | +24.2% | +18.3% | +5.9% | +16.5% |
| 6M | +24.6% | +8.9% | +15.7% | +19.6% |
| YTD | +14.8% | +10.5% | +4.3% | +9.2% |
| 1Y | +12.8% | +17.5% | -4.7% | +3.8% |
| 3Y | +69.0% | -27.7% | +96.7% | +78.6% |
| 5Y | +124.9% | -15.8% | +140.6% | +117.6% |
| 10Y | +583.5% | -30.1% | +613.7% | +551.4% |
| All | +2,172.4% | +624.1% | +1,548.3% | +639.4% |
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 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