+394.8%
APLD vs BMRN
-27.4%
+422.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.7% | -6.7% | -5.3% |
| 7D | -0.5% | -1.4% | +0.9% | -0.3% |
| 30D | -13.2% | -5.8% | -7.4% | -12.2% |
| 3M | -33.8% | +16.6% | -50.4% | -36.1% |
| 6M | -5.9% | +7.6% | -13.5% | -8.5% |
| YTD | +5.1% | +10.2% | -5.1% | +1.6% |
| 1Y | +51.8% | +20.2% | +31.6% | +43.8% |
| All | +394.8% | -27.4% | +422.2% | +407.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling