+367.9%
APP vs BMRN
-16.0%
+383.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -4.4% | -3.8% | -0.6% | -3.0% |
| 30D | -10.0% | -6.5% | -3.5% | -8.0% |
| 3M | -41.4% | +11.2% | -52.7% | -44.0% |
| 6M | -41.0% | +5.8% | -46.8% | -42.9% |
| YTD | -54.7% | +8.4% | -63.1% | -56.6% |
| 1Y | -45.3% | +15.7% | -61.0% | -49.5% |
| 3Y | +624.3% | -28.6% | +652.8% | +696.6% |
| 5Y | +329.1% | -19.6% | +348.7% | +319.2% |
| All | +367.9% | -16.0% | +383.9% | +329.1% |
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