+169.3%
APD vs BMRN
-29.8%
+199.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -3.5% | -1.4% | -2.1% | -3.2% |
| 30D | -5.1% | -5.8% | +0.7% | -4.1% |
| 3M | +6.9% | +16.6% | -9.8% | +3.7% |
| 6M | +8.1% | +7.6% | +0.5% | +6.1% |
| YTD | +21.2% | +10.2% | +11.0% | +18.3% |
| 1Y | +4.9% | +20.2% | -15.3% | +0.1% |
| 3Y | +6.3% | -27.4% | +33.7% | +9.8% |
| 5Y | +24.3% | -16.0% | +40.3% | +22.5% |
| All | +169.3% | -29.8% | +199.1% | +150.7% |
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