+493.9%
BA vs BMRN
+329.5%
+164.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -0.9% |
| 7D | -1.7% | -0.5% | -1.3% | -1.7% |
| 30D | -9.5% | +4.3% | -13.8% | -10.1% |
| 3M | -26.5% | -10.4% | -16.1% | -25.3% |
| 6M | -27.4% | +5.8% | -33.1% | -28.3% |
| YTD | -20.6% | -3.8% | -16.8% | -20.6% |
| 1Y | -11.4% | +11.1% | -22.5% | -13.7% |
| 3Y | -10.8% | -31.7% | +20.9% | -7.2% |
| 5Y | -21.9% | -30.9% | +9.0% | -19.5% |
| 10Y | +28.1% | -37.7% | +65.9% | +30.5% |
| All | +493.9% | +329.5% | +164.3% | +334.8% |
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