+170.5%
AXON vs BMRN
-18.1%
+188.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.0% |
| 7D | -3.3% | -3.8% | +0.5% | -2.3% |
| 30D | -17.8% | -6.5% | -11.3% | -16.4% |
| 3M | +8.3% | +11.2% | -2.9% | +5.3% |
| 6M | -12.4% | +5.8% | -18.2% | -13.9% |
| YTD | -13.7% | +8.4% | -22.1% | -16.1% |
| 1Y | -33.1% | +15.7% | -48.7% | -36.5% |
| 3Y | +128.2% | -28.6% | +156.8% | +144.1% |
| 5Y | +170.5% | -19.6% | +190.1% | +168.1% |
| All | +170.5% | -18.1% | +188.6% | +168.1% |
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