+506.6%
APP vs BMRN
-25.5%
+532.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +61.1% | +2.6% | +58.5% | +59.5% |
| 30D | +42.8% | +4.3% | +38.5% | +40.2% |
| 3M | +16.7% | -17.1% | +33.7% | +24.2% |
| 6M | -15.6% | +5.7% | -21.3% | -18.7% |
| YTD | -41.3% | -3.9% | -37.4% | -41.4% |
| 1Y | -39.3% | +8.5% | -47.7% | -42.8% |
| 3Y | +803.2% | -32.0% | +835.2% | +895.4% |
| 5Y | +313.2% | -29.9% | +343.1% | +322.5% |
| All | +506.6% | -25.5% | +532.1% | +479.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling