+143.7%
AR vs BMRN
-18.1%
+161.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.2% | -3.8% | +2.6% | -0.6% |
| 30D | +5.5% | -6.5% | +12.0% | +6.6% |
| 3M | +12.9% | +11.2% | +1.6% | +11.0% |
| 6M | +0.1% | +5.8% | -5.7% | -1.0% |
| YTD | +13.5% | +8.4% | +5.1% | +11.8% |
| 1Y | +21.6% | +15.7% | +5.9% | +18.0% |
| 3Y | +46.0% | -28.6% | +74.6% | +51.2% |
| 5Y | +143.7% | -19.6% | +163.3% | +151.2% |
| All | +143.7% | -18.1% | +161.8% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling