-10.6%
BA vs BMRN
+10.1%
-20.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | -1.4% | +2.1% | -3.5% | -1.6% |
| 30D | -7.9% | +5.3% | -13.2% | -8.4% |
| 3M | -25.2% | -16.1% | -9.0% | -23.9% |
| 6M | -26.7% | +10.9% | -37.7% | -27.3% |
| YTD | -19.6% | -1.9% | -17.8% | -19.8% |
| 1Y | -10.6% | +6.2% | -16.8% | -13.1% |
| All | -10.6% | +10.1% | -20.6% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling