+3.0%
AS vs BMRN
+10.1%
-7.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.7% |
| 7D | -3.0% | +2.1% | -5.1% | -3.3% |
| 30D | +9.6% | +5.3% | +4.2% | +8.8% |
| 3M | -8.2% | -16.1% | +7.9% | -6.4% |
| 6M | -9.9% | +10.9% | -20.8% | -11.4% |
| YTD | -16.8% | -1.9% | -14.9% | -16.7% |
| 1Y | +3.0% | +6.2% | -3.2% | +4.4% |
| All | +3.0% | +10.1% | -7.1% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling