+440.3%
AXP vs BMRN
-35.8%
+476.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.0% | +0.5% |
| 7D | -1.1% | -0.5% | -0.7% | -1.0% |
| 30D | +5.2% | +4.3% | +0.9% | +4.0% |
| 3M | -4.6% | -10.4% | +5.8% | -2.0% |
| 6M | +3.2% | +5.8% | -2.6% | +0.8% |
| YTD | -11.3% | -3.8% | -7.6% | -11.4% |
| 1Y | -11.0% | +11.1% | -22.1% | -15.1% |
| 3Y | +120.2% | -31.7% | +151.9% | +135.2% |
| 5Y | +91.7% | -30.9% | +122.6% | +99.1% |
| 10Y | +440.3% | -37.7% | +478.1% | +411.6% |
| All | +440.3% | -35.8% | +476.1% | +411.6% |
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