+565.7%
AMZN vs BMRN
-29.6%
+595.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.9% |
| 7D | -0.7% | -1.3% | +0.6% | -0.3% |
| 30D | -3.9% | -6.5% | +2.6% | -2.3% |
| 3M | +6.3% | +18.3% | -11.9% | +1.2% |
| 6M | +20.8% | +8.9% | +11.9% | +17.1% |
| YTD | +11.2% | +10.5% | +0.7% | +7.2% |
| 1Y | +11.7% | +17.5% | -5.8% | +5.2% |
| 3Y | +79.4% | -27.7% | +107.2% | +88.8% |
| 5Y | +48.0% | -15.8% | +63.8% | +46.4% |
| All | +565.7% | -29.6% | +595.3% | +554.6% |
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