-54.4%
APTV vs BMRN
-27.2%
-27.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -5.0% | -1.3% | -3.7% | -4.6% |
| 30D | -6.1% | -6.5% | +0.4% | -4.3% |
| 3M | -33.0% | +18.3% | -51.2% | -36.4% |
| 6M | -35.2% | +8.9% | -44.1% | -37.3% |
| YTD | -40.1% | +10.5% | -50.7% | -42.4% |
| 1Y | -45.6% | +17.5% | -63.1% | -48.9% |
| 3Y | -54.4% | -27.7% | -26.6% | -52.3% |
| All | -54.4% | -27.2% | -27.2% | -52.3% |
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