+342.0%
APA vs BMRN
+329.9%
+12.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | +8.5% | +2.1% | +6.4% | +8.1% |
| 30D | +2.8% | +3.8% | -1.0% | +2.1% |
| 3M | +21.7% | -16.5% | +38.2% | +25.1% |
| 6M | +32.6% | +6.9% | +25.7% | +30.5% |
| YTD | +103.7% | -3.7% | +107.4% | +103.0% |
| 1Y | +101.8% | +5.6% | +96.3% | +97.5% |
| 3Y | +48.1% | -31.4% | +79.4% | +53.7% |
| 5Y | +91.9% | -30.0% | +121.9% | +96.1% |
| 10Y | +8.4% | -37.4% | +45.8% | +11.9% |
| All | +342.0% | +329.9% | +12.1% | +266.9% |
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