+125.3%
AS vs BMRN
-35.4%
+160.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.1% |
| 7D | -3.6% | +1.0% | -4.6% | -3.9% |
| 30D | +3.4% | +4.3% | -0.9% | +2.2% |
| 3M | -8.6% | -19.3% | +10.7% | -3.1% |
| 6M | -10.0% | +7.2% | -17.3% | -12.8% |
| YTD | -19.2% | -4.6% | -14.6% | -18.8% |
| 1Y | -3.8% | +2.5% | -6.3% | -5.9% |
| All | +125.3% | -35.4% | +160.7% | +138.3% |
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