+136.8%
ARMK vs BMRN
-29.8%
+166.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -0.9% | -1.4% | +0.5% | -0.6% |
| 30D | -5.9% | -5.8% | -0.1% | -4.7% |
| 3M | +6.7% | +16.6% | -9.9% | +2.5% |
| 6M | +42.5% | +7.6% | +35.0% | +39.1% |
| YTD | +55.1% | +10.2% | +44.9% | +50.3% |
| 1Y | +50.3% | +20.2% | +30.1% | +41.6% |
| 3Y | +122.2% | -27.4% | +149.6% | +131.7% |
| 5Y | +155.2% | -16.0% | +171.2% | +151.6% |
| All | +136.8% | -29.8% | +166.6% | +122.4% |
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