-23.7%
AMRZ vs BMRN
+14.5%
-38.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -4.7% | -3.8% | -0.8% | -4.2% |
| 30D | -11.3% | -6.5% | -4.8% | -10.6% |
| 3M | -22.1% | +11.2% | -33.3% | -23.4% |
| 6M | -29.6% | +5.8% | -35.4% | -30.5% |
| YTD | -23.3% | +8.4% | -31.7% | -24.4% |
| 1Y | -23.7% | +15.7% | -39.4% | -24.0% |
| All | -23.7% | +14.5% | -38.2% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling