+172.4%
APTV vs BMRN
+107.6%
+64.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.6% |
| 7D | -1.2% | -3.8% | +2.7% | 0.0% |
| 30D | -10.6% | -6.5% | -4.2% | -9.0% |
| 3M | -35.0% | +11.2% | -46.2% | -37.2% |
| 6M | -38.9% | +5.8% | -44.7% | -40.2% |
| YTD | -41.5% | +8.4% | -49.9% | -43.3% |
| 1Y | -45.8% | +15.7% | -61.5% | -48.8% |
| 3Y | -55.7% | -28.6% | -27.1% | -52.9% |
| 5Y | -70.1% | -19.6% | -50.5% | -69.7% |
| 10Y | -19.1% | -31.5% | +12.4% | -19.2% |
| All | +172.4% | +107.6% | +64.8% | +127.2% |
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