+520.8%
APP vs BMRN
-24.0%
+544.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +1.6% |
| 7D | +48.9% | +2.1% | +46.8% | +47.7% |
| 30D | +49.4% | +5.3% | +44.1% | +46.3% |
| 3M | +27.0% | -16.1% | +43.1% | +34.8% |
| 6M | -15.4% | +10.9% | -26.3% | -19.9% |
| YTD | -39.9% | -1.9% | -38.1% | -40.5% |
| 1Y | -32.0% | +6.2% | -38.2% | -35.1% |
| 3Y | +824.3% | -30.5% | +854.9% | +911.5% |
| 5Y | +252.4% | -28.4% | +280.8% | +257.6% |
| All | +520.8% | -24.0% | +544.8% | +488.5% |
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