+391.7%
APP vs BMRN
-13.3%
+404.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +0.9% | +2.9% | -2.0% | -0.1% |
| 30D | -23.3% | +11.0% | -34.3% | -26.5% |
| 3M | -42.6% | +17.8% | -60.5% | -46.3% |
| 6M | -33.6% | +10.1% | -43.7% | -36.7% |
| YTD | -52.4% | +11.9% | -64.4% | -54.9% |
| 1Y | -35.9% | +17.2% | -53.1% | -41.1% |
| 3Y | +642.2% | -28.5% | +670.7% | +724.2% |
| 5Y | +311.1% | -21.7% | +332.8% | +315.3% |
| All | +391.7% | -13.3% | +404.9% | +345.8% |
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