-24.9%
AR vs BMRN
-2.2%
-22.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -0.3% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | +12.6% | +1.3% | +11.3% | +12.2% |
| 3M | +10.0% | +14.3% | -4.3% | +7.0% |
| 6M | +0.6% | +5.7% | -5.1% | -1.1% |
| YTD | +13.4% | +8.7% | +4.7% | +10.7% |
| 1Y | +21.7% | +14.6% | +7.1% | +17.0% |
| 3Y | +45.8% | -28.3% | +74.2% | +51.4% |
| 5Y | +144.3% | -15.7% | +160.0% | +140.4% |
| 10Y | +41.8% | -33.7% | +75.5% | +37.5% |
| All | -24.9% | -2.2% | -22.7% | -34.1% |
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