-32.0%
APP vs BMRN
+10.1%
-42.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +2.1% |
| 7D | +48.9% | +2.1% | +46.8% | +48.5% |
| 30D | +49.4% | +5.3% | +44.1% | +48.1% |
| 3M | +27.0% | -16.1% | +43.1% | +29.7% |
| 6M | -15.4% | +10.9% | -26.3% | -17.5% |
| YTD | -39.9% | -1.9% | -38.1% | -39.7% |
| 1Y | -32.0% | +6.2% | -38.2% | -33.2% |
| All | -32.0% | +10.1% | -42.0% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling