+672.3%
AU vs BMRN
-29.6%
+701.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -4.3% | -1.3% | -3.0% | -4.1% |
| 30D | +7.3% | -6.5% | +13.8% | +8.3% |
| 3M | +26.3% | +18.3% | +8.1% | +23.3% |
| 6M | +1.8% | +8.9% | -7.1% | +0.4% |
| YTD | +26.8% | +10.5% | +16.3% | +24.8% |
| 1Y | +66.7% | +17.5% | +49.2% | +62.2% |
| 3Y | +579.1% | -27.7% | +606.8% | +595.9% |
| 5Y | +689.3% | -15.8% | +705.1% | +688.6% |
| All | +672.3% | -29.6% | +701.9% | +697.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling