+0.4%
BA vs BMRN
-14.4%
+14.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +1.2% | +2.9% | -1.7% | +0.4% |
| 30D | -11.6% | +11.0% | -22.7% | -14.1% |
| 3M | -2.4% | +17.8% | -20.2% | -6.6% |
| 6M | -6.6% | +10.1% | -16.7% | -9.3% |
| YTD | -2.2% | +11.9% | -14.2% | -5.7% |
| 1Y | -8.0% | +17.2% | -25.3% | -12.9% |
| 3Y | -5.0% | -28.5% | +23.5% | +0.3% |
| All | +0.4% | -14.4% | +14.8% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling