+930.0%
APH vs BMRN
-37.6%
+967.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -2.0% |
| 7D | +4.9% | +2.1% | +2.7% | +4.4% |
| 30D | -5.4% | +3.8% | -9.2% | -6.4% |
| 3M | -5.5% | -16.5% | +11.0% | -1.7% |
| 6M | +25.9% | +6.9% | +19.0% | +22.4% |
| YTD | +16.4% | -3.7% | +20.1% | +15.9% |
| 1Y | +16.5% | +5.6% | +10.9% | +13.0% |
| 3Y | +270.9% | -31.4% | +302.2% | +291.4% |
| 5Y | +289.5% | -30.0% | +319.5% | +300.2% |
| All | +930.0% | -37.6% | +967.6% | +891.3% |
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 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