+108.3%
ARMK vs BMRN
-30.6%
+138.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +2.7% | +2.1% | +0.5% | +2.2% |
| 30D | -1.5% | +3.8% | -5.3% | -2.3% |
| 3M | -11.6% | -16.5% | +4.9% | -8.5% |
| 6M | +6.7% | +6.9% | -0.1% | +4.2% |
| YTD | +47.4% | -3.7% | +51.1% | +47.1% |
| 1Y | +41.5% | +5.6% | +35.9% | +37.7% |
| 3Y | +95.5% | -31.4% | +126.9% | +105.5% |
| All | +108.3% | -30.6% | +138.9% | +109.6% |
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