+132.1%
APO vs BMRN
-18.8%
+150.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.1% | -2.9% |
| 7D | -4.9% | -1.4% | -3.5% | -4.5% |
| 30D | -8.4% | -5.8% | -2.6% | -6.9% |
| 3M | -2.1% | +16.6% | -18.7% | -6.9% |
| 6M | +19.2% | +7.6% | +11.7% | +15.8% |
| YTD | -10.5% | +10.2% | -20.8% | -14.1% |
| 1Y | -2.7% | +20.2% | -22.9% | -10.2% |
| 3Y | +52.5% | -27.4% | +79.8% | +63.3% |
| 5Y | +132.1% | -16.0% | +148.1% | +136.5% |
| All | +132.1% | -18.8% | +150.8% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling