+1,073.8%
AXP vs BMRN
+399.8%
+674.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 3M | +4.6% | +17.8% | -13.2% | +1.1% |
| 6M | +5.4% | +10.1% | -4.7% | +2.9% |
| YTD | -11.1% | +11.9% | -23.1% | -13.6% |
| 1Y | -0.3% | +17.2% | -17.5% | -4.5% |
| 3Y | +111.6% | -28.5% | +140.1% | +119.8% |
| 5Y | +117.6% | -21.7% | +139.3% | +119.2% |
| 10Y | +474.1% | -30.5% | +504.6% | +466.5% |
| All | +1,073.8% | +399.8% | +674.0% | +579.5% |
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