+537.8%
ASTS vs BMRN
-10.1%
+547.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +7.3% | +2.9% | +4.5% | +6.7% |
| 30D | -8.9% | +11.0% | -19.9% | -11.2% |
| 3M | -41.9% | +17.8% | -59.7% | -44.5% |
| 6M | -40.6% | +10.1% | -50.7% | -42.6% |
| YTD | -14.2% | +11.9% | -26.2% | -17.9% |
| 1Y | +48.9% | +17.2% | +31.6% | +40.0% |
| 3Y | +1,461.7% | -28.5% | +1,490.1% | +1,556.1% |
| 5Y | +404.1% | -21.7% | +425.8% | +415.0% |
| All | +537.8% | -10.1% | +547.9% | +570.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling