+120.2%
AXP vs BMRN
-33.2%
+153.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.0% | +0.6% |
| 7D | -1.1% | -0.5% | -0.7% | -1.0% |
| 30D | +5.2% | +4.3% | +0.9% | +4.3% |
| 3M | -4.6% | -10.4% | +5.8% | -2.8% |
| 6M | +3.2% | +5.8% | -2.6% | +1.5% |
| YTD | -11.3% | -3.8% | -7.6% | -11.3% |
| 1Y | -11.0% | +11.1% | -22.1% | -13.9% |
| 3Y | +120.2% | -31.7% | +151.9% | +122.9% |
| All | +120.2% | -33.2% | +153.4% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling