+640.8%
APP vs BMRN
-28.8%
+669.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.3% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -10.0% | +1.3% | -11.3% | -10.2% |
| 3M | -44.6% | +14.3% | -58.9% | -45.7% |
| 6M | -37.9% | +5.7% | -43.6% | -38.4% |
| YTD | -53.7% | +8.7% | -62.4% | -54.3% |
| 1Y | -43.0% | +14.6% | -57.6% | -44.3% |
| 3Y | +640.8% | -28.3% | +669.1% | +645.4% |
| All | +640.8% | -28.8% | +669.6% | +645.4% |
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