+762.4%
AU vs BMRN
+392.1%
+370.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.5% |
| 7D | -7.0% | -1.4% | -5.6% | -6.9% |
| 30D | +7.3% | -5.8% | +13.1% | +7.9% |
| 3M | +33.2% | +16.6% | +16.6% | +31.1% |
| 6M | -0.6% | +7.6% | -8.2% | -1.5% |
| YTD | +26.2% | +10.2% | +15.9% | +24.7% |
| 1Y | +68.3% | +20.2% | +48.1% | +64.6% |
| 3Y | +592.1% | -27.4% | +619.5% | +604.4% |
| 5Y | +685.3% | -16.0% | +701.2% | +683.3% |
| 10Y | +682.5% | -30.3% | +712.9% | +672.8% |
| All | +762.4% | +392.1% | +370.3% | +575.8% |
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