+957.6%
AMT vs BMRN
+399.8%
+557.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -0.2% | +2.9% | -3.1% | -0.8% |
| 30D | +4.6% | +11.0% | -6.4% | +2.4% |
| 3M | -8.4% | +17.8% | -26.3% | -11.4% |
| 6M | -6.0% | +10.1% | -16.1% | -8.2% |
| YTD | +2.1% | +11.9% | -9.8% | -0.8% |
| 1Y | -6.4% | +17.2% | -23.6% | -10.4% |
| 3Y | +8.1% | -28.5% | +36.5% | +11.7% |
| 5Y | -31.9% | -21.7% | -10.2% | -31.9% |
| 10Y | +97.1% | -30.5% | +127.6% | +90.3% |
| All | +957.6% | +399.8% | +557.8% | +431.3% |
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