+311.3%
ARM vs BMRN
-29.7%
+341.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.9% | +6.6% | +4.5% |
| 7D | +11.4% | -0.3% | +11.7% | +11.4% |
| 30D | -7.4% | +1.3% | -8.7% | -8.2% |
| 3M | -24.5% | +14.3% | -38.8% | -28.2% |
| 6M | +128.7% | +5.7% | +122.9% | +121.1% |
| YTD | +139.3% | +8.7% | +130.5% | +129.1% |
| 1Y | +88.0% | +14.6% | +73.3% | +76.3% |
| All | +311.3% | -29.7% | +341.0% | +321.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling