+1,040.1%
AZN vs BMRN
+393.4%
+646.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | +1.1% | -6.5% | +7.5% | +1.8% |
| 3M | -12.1% | +18.3% | -30.4% | -13.9% |
| 6M | -17.1% | +8.9% | -26.0% | -18.1% |
| YTD | -12.0% | +10.5% | -22.5% | -13.2% |
| 1Y | -0.2% | +17.5% | -17.7% | -2.5% |
| 3Y | +26.8% | -27.7% | +54.5% | +29.6% |
| 5Y | +56.9% | -15.8% | +72.7% | +56.6% |
| 10Y | +226.7% | -30.1% | +256.9% | +224.2% |
| All | +1,040.1% | +393.4% | +646.7% | +765.8% |
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 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