+1,150.8%
ARES vs BMRN
+11.4%
+1,139.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.4% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +1.3% | +1.3% | 0.0% | +0.8% |
| 3M | +10.4% | +14.3% | -3.9% | +6.5% |
| 6M | +29.0% | +5.7% | +23.3% | +26.5% |
| YTD | -12.2% | +8.7% | -20.9% | -14.6% |
| 1Y | -18.4% | +14.6% | -33.1% | -22.2% |
| 3Y | +43.2% | -28.3% | +71.5% | +50.1% |
| 5Y | +102.6% | -15.7% | +118.3% | +102.8% |
| 10Y | +1,029.6% | -33.7% | +1,063.3% | +1,017.2% |
| All | +1,150.8% | +11.4% | +1,139.4% | +1,109.7% |
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