+216.5%
AZN vs BMRN
-29.6%
+246.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +1.1% | -6.5% | +7.5% | +2.5% |
| 3M | -12.1% | +18.3% | -30.4% | -15.5% |
| 6M | -17.1% | +8.9% | -26.0% | -19.1% |
| YTD | -12.0% | +10.5% | -22.5% | -14.4% |
| 1Y | -0.2% | +17.5% | -17.7% | -4.7% |
| 3Y | +26.8% | -27.7% | +54.5% | +32.0% |
| 5Y | +56.9% | -15.8% | +72.7% | +54.7% |
| All | +216.5% | -29.6% | +246.1% | +204.8% |
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