-18.5%
AMRZ vs BMRN
+1.7%
-20.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | +1.2% | -4.2% | +5.4% | +1.8% |
| 30D | +15.1% | +1.5% | +13.6% | +14.8% |
| 3M | -18.1% | -8.8% | -9.2% | -17.2% |
| 6M | -23.5% | +2.6% | -26.1% | -24.4% |
| YTD | -21.6% | -5.7% | -15.9% | -21.4% |
| 1Y | -14.7% | +8.1% | -22.8% | -16.2% |
| All | -18.5% | +1.7% | -20.2% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling