+159.2%
ARMK vs BMRN
-16.0%
+175.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | +3.1% | -1.3% | +4.4% | +3.4% |
| 30D | -2.8% | -6.5% | +3.7% | -1.5% |
| 3M | +7.6% | +18.3% | -10.7% | +3.5% |
| 6M | +47.9% | +8.9% | +39.0% | +44.4% |
| YTD | +60.0% | +10.5% | +49.5% | +55.6% |
| 1Y | +52.2% | +17.5% | +34.8% | +45.3% |
| 3Y | +131.4% | -27.7% | +159.1% | +142.5% |
| All | +159.2% | -16.0% | +175.2% | +157.4% |
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 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