+123.4%
AS vs BMRN
-34.8%
+158.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | -4.9% | +2.1% | -7.0% | -5.4% |
| 30D | +3.9% | +3.8% | +0.1% | +2.8% |
| 3M | -9.6% | -16.5% | +6.9% | -5.1% |
| 6M | -8.7% | +6.9% | -15.5% | -11.3% |
| YTD | -19.8% | -3.7% | -16.1% | -19.7% |
| 1Y | -1.5% | +5.6% | -7.1% | -4.7% |
| All | +123.4% | -34.8% | +158.2% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling