+307.1%
APA vs BMRN
+383.8%
-76.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.0% |
| 7D | +0.3% | -3.8% | +4.1% | +0.9% |
| 30D | +9.3% | -6.5% | +15.8% | +10.4% |
| 3M | +23.3% | +11.2% | +12.1% | +21.1% |
| 6M | +39.5% | +5.8% | +33.7% | +37.3% |
| YTD | +87.6% | +8.4% | +79.2% | +83.7% |
| 1Y | +114.2% | +15.7% | +98.6% | +106.8% |
| 3Y | +13.6% | -28.6% | +42.2% | +17.0% |
| 5Y | +175.6% | -19.6% | +195.2% | +175.7% |
| 10Y | -2.6% | -31.5% | +28.9% | -1.0% |
| All | +307.1% | +383.8% | -76.7% | +232.0% |
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 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