+17.2%
APA vs BMRN
-28.6%
+45.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.0% |
| 7D | +0.3% | -3.8% | +4.1% | +0.8% |
| 30D | +9.3% | -6.5% | +15.8% | +10.1% |
| 3M | +23.3% | +11.2% | +12.1% | +21.9% |
| 6M | +39.5% | +5.8% | +33.7% | +39.0% |
| YTD | +87.6% | +8.4% | +79.2% | +86.0% |
| 1Y | +114.2% | +15.7% | +98.6% | +109.0% |
| All | +17.2% | -28.6% | +45.8% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling