+302.2%
ARMK vs BMRN
-2.1%
+304.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.4% | +2.9% | -5.3% | -3.0% |
| 30D | 0.0% | +11.0% | -11.0% | -2.4% |
| 3M | +6.7% | +17.8% | -11.2% | +2.7% |
| 6M | +38.8% | +10.1% | +28.7% | +35.2% |
| YTD | +55.2% | +11.9% | +43.2% | +50.4% |
| 1Y | +46.6% | +17.2% | +29.4% | +39.9% |
| 3Y | +112.9% | -28.5% | +141.4% | +121.6% |
| 5Y | +144.0% | -21.7% | +165.7% | +145.2% |
| 10Y | +132.4% | -30.5% | +162.9% | +125.3% |
| All | +302.2% | -2.1% | +304.2% | +261.1% |
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