+2.1%
AVTR vs BMRN
-26.4%
+28.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.6% |
| 7D | -1.1% | -1.3% | +0.2% | -0.7% |
| 30D | +6.3% | -6.5% | +12.8% | +8.8% |
| 3M | +53.3% | +18.3% | +35.1% | +43.9% |
| 6M | +78.6% | +8.9% | +69.8% | +72.0% |
| YTD | +29.2% | +10.5% | +18.7% | +23.3% |
| 1Y | +13.8% | +17.5% | -3.6% | +5.8% |
| 3Y | -27.4% | -27.7% | +0.3% | -22.3% |
| 5Y | -65.0% | -15.8% | -49.2% | -65.7% |
| All | +2.1% | -26.4% | +28.5% | -14.2% |
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 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