+77.7%
AXON vs BMRN
-30.4%
+108.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -27.4% | +2.6% | -30.0% | -27.9% |
| 30D | -28.5% | +4.3% | -32.7% | -29.3% |
| 3M | -49.3% | -17.1% | -32.2% | -46.5% |
| 6M | -25.0% | +5.7% | -30.7% | -26.3% |
| YTD | -46.7% | -3.9% | -42.9% | -46.4% |
| 1Y | -48.3% | +8.5% | -56.7% | -50.1% |
| 3Y | +38.8% | -32.0% | +70.8% | +49.5% |
| 5Y | +77.7% | -29.9% | +107.6% | +74.9% |
| All | +77.7% | -30.4% | +108.1% | +74.9% |
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