+142.2%
AS vs BMRN
-34.8%
+177.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.1% | +2.6% |
| 7D | +5.8% | -0.5% | +6.3% | +6.0% |
| 30D | +15.4% | +4.3% | +11.0% | +13.9% |
| 3M | -11.9% | -10.4% | -1.5% | -9.4% |
| 6M | -9.9% | +5.8% | -15.7% | -12.2% |
| YTD | -13.1% | -3.8% | -9.3% | -12.9% |
| 1Y | +9.9% | +11.1% | -1.2% | +4.3% |
| All | +142.2% | -34.8% | +177.1% | +155.7% |
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