+1,117.0%
ATI vs BMRN
+368.4%
+748.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +2.4% | -3.8% | +6.2% | +3.4% |
| 30D | -9.5% | -6.5% | -3.0% | -8.0% |
| 3M | +10.4% | +11.2% | -0.9% | +6.9% |
| 6M | +31.8% | +5.8% | +26.0% | +29.1% |
| YTD | +80.0% | +8.4% | +71.6% | +75.0% |
| 1Y | +175.8% | +15.7% | +160.2% | +162.2% |
| 3Y | +364.2% | -28.6% | +392.8% | +387.6% |
| 5Y | +1,076.9% | -19.6% | +1,096.5% | +1,079.7% |
| 10Y | +1,178.1% | -31.5% | +1,209.6% | +1,171.9% |
| All | +1,117.0% | +368.4% | +748.6% | +542.8% |
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