+114.1%
AS vs BMRN
-26.3%
+140.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -2.0% |
| 7D | -2.6% | -0.3% | -2.3% | -2.6% |
| 30D | -22.1% | +1.3% | -23.4% | -22.5% |
| 3M | -15.3% | +14.3% | -29.6% | -18.8% |
| 6M | -15.6% | +5.7% | -21.3% | -17.3% |
| YTD | -23.2% | +8.7% | -31.9% | -25.5% |
| 1Y | -21.7% | +14.6% | -36.3% | -25.6% |
| All | +114.1% | -26.3% | +140.4% | +118.7% |
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