+14.4%
BABA vs BMRN
-29.8%
+44.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | -2.9% | -1.4% | -1.5% | -2.5% |
| 30D | -15.1% | -5.8% | -9.3% | -13.6% |
| 3M | -5.0% | +16.6% | -21.7% | -9.7% |
| 6M | -19.9% | +7.6% | -27.5% | -22.4% |
| YTD | -25.3% | +10.2% | -35.5% | -28.3% |
| 1Y | -23.9% | +20.2% | -44.1% | -29.5% |
| 3Y | +28.1% | -27.4% | +55.5% | +35.6% |
| 5Y | -31.4% | -16.0% | -15.4% | -30.8% |
| All | +14.4% | -29.8% | +44.3% | +15.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling