-18.3%
AMRZ vs BMRN
+17.3%
-35.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.9% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -9.8% | +1.3% | -11.1% | -10.1% |
| 3M | -17.2% | +14.3% | -31.5% | -19.1% |
| 6M | -26.9% | +5.7% | -32.7% | -27.9% |
| YTD | -21.5% | +8.7% | -30.2% | -22.7% |
| 1Y | -22.9% | +14.6% | -37.5% | -24.0% |
| All | -18.3% | +17.3% | -35.7% | -21.4% |
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