+1,025.5%
ATI vs BMRN
-16.0%
+1,041.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -5.6% | -1.3% | -4.4% | -5.4% |
| 30D | -13.7% | -6.5% | -7.2% | -12.4% |
| 3M | -0.4% | +18.3% | -18.6% | -4.9% |
| 6M | +26.2% | +8.9% | +17.3% | +22.7% |
| YTD | +73.2% | +10.5% | +62.7% | +67.5% |
| 1Y | +161.6% | +17.5% | +144.1% | +147.9% |
| 3Y | +346.2% | -27.7% | +373.9% | +366.0% |
| All | +1,025.5% | -16.0% | +1,041.6% | +879.6% |
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