+955.2%
APH vs BMRN
-38.4%
+993.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -5.0% | +2.6% | -7.7% | -5.6% |
| 30D | -8.4% | +4.3% | -12.6% | -9.4% |
| 3M | -4.5% | -17.1% | +12.6% | -0.5% |
| 6M | +25.3% | +5.7% | +19.6% | +22.2% |
| YTD | +18.9% | -3.9% | +22.8% | +18.6% |
| 1Y | +11.9% | +8.5% | +3.5% | +7.9% |
| 3Y | +278.0% | -32.0% | +309.9% | +299.9% |
| 5Y | +306.4% | -29.9% | +336.4% | +317.7% |
| 10Y | +955.2% | -38.9% | +994.1% | +915.4% |
| All | +955.2% | -38.4% | +993.6% | +915.4% |
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