+9,602.7%
AMZN vs BMRN
+385.5%
+9,217.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | 0.0% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | -6.4% | +1.3% | -7.7% | -6.7% |
| 3M | +4.8% | +14.3% | -9.5% | +1.6% |
| 6M | +20.5% | +5.7% | +14.8% | +18.4% |
| YTD | +11.3% | +8.7% | +2.6% | +8.5% |
| 1Y | +9.0% | +14.6% | -5.7% | +4.6% |
| 3Y | +85.9% | -28.3% | +114.2% | +93.5% |
| 5Y | +45.8% | -15.7% | +61.5% | +45.2% |
| 10Y | +555.5% | -33.7% | +589.2% | +552.3% |
| All | +9,602.7% | +385.5% | +9,217.2% | +5,015.4% |
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 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