-10.8%
BA vs BMRN
-33.2%
+22.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -1.0% |
| 7D | -1.7% | -0.5% | -1.3% | -1.6% |
| 30D | -9.5% | +4.3% | -13.8% | -10.2% |
| 3M | -26.5% | -10.4% | -16.1% | -25.1% |
| 6M | -27.4% | +5.8% | -33.1% | -28.4% |
| YTD | -20.6% | -3.8% | -16.8% | -20.6% |
| 1Y | -11.4% | +11.1% | -22.5% | -14.4% |
| 3Y | -10.8% | -31.7% | +20.9% | -6.1% |
| All | -10.8% | -33.2% | +22.4% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling