+229.3%
APLD vs BMRN
-30.6%
+259.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -6.0% |
| 7D | +2.7% | +2.1% | +0.6% | +2.2% |
| 30D | -21.4% | +3.8% | -25.2% | -22.2% |
| 3M | -47.8% | -16.5% | -31.4% | -45.5% |
| 6M | -64.9% | +6.9% | -71.8% | -65.9% |
| YTD | -34.9% | -3.7% | -31.2% | -35.3% |
| 1Y | -30.7% | +5.6% | -36.3% | -32.9% |
| 3Y | +305.3% | -31.4% | +336.7% | +319.9% |
| All | +229.3% | -30.6% | +259.9% | +186.1% |
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