+1,058.7%
AXP vs BMRN
+320.9%
+737.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +0.6% | -4.2% | +4.8% | +1.4% |
| 30D | +5.8% | +1.5% | +4.3% | +5.5% |
| 3M | -6.0% | -8.8% | +2.8% | -4.5% |
| 6M | +0.3% | +2.6% | -2.3% | -0.8% |
| YTD | -12.3% | -5.7% | -6.5% | -11.9% |
| 1Y | -11.2% | +8.1% | -19.3% | -13.6% |
| 3Y | +117.0% | -26.5% | +143.5% | +124.3% |
| 5Y | +93.2% | -33.2% | +126.4% | +101.2% |
| 10Y | +461.2% | -31.7% | +492.8% | +456.9% |
| All | +1,058.7% | +320.9% | +737.9% | +593.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling