+134.9%
AS vs BMRN
-36.1%
+171.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +6.9% | -4.2% | +11.2% | +8.2% |
| 30D | +16.0% | +1.5% | +14.5% | +15.4% |
| 3M | -12.8% | -8.8% | -4.0% | -10.9% |
| 6M | -15.4% | +2.6% | -18.0% | -16.8% |
| YTD | -15.7% | -5.7% | -10.0% | -15.1% |
| 1Y | +6.1% | +8.1% | -2.0% | +1.5% |
| All | +134.9% | -36.1% | +171.0% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling