+117.0%
AXP vs BMRN
-14.7%
+131.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.1% | +2.9% | -5.0% | -2.7% |
| 30D | -6.5% | +11.0% | -17.6% | -8.9% |
| 3M | +4.6% | +17.8% | -13.2% | +0.5% |
| 6M | +5.4% | +10.1% | -4.7% | +2.6% |
| YTD | -11.1% | +11.9% | -23.1% | -13.9% |
| 1Y | -0.3% | +17.2% | -17.5% | -5.0% |
| 3Y | +111.6% | -28.5% | +140.1% | +122.1% |
| All | +117.0% | -14.7% | +131.7% | +121.0% |
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