+11.7%
BABA vs BMRN
-37.6%
+49.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -13.8% | +2.1% | -15.9% | -14.3% |
| 30D | -15.1% | +3.8% | -18.9% | -16.2% |
| 3M | -22.7% | -16.5% | -6.3% | -18.6% |
| 6M | -34.7% | +6.9% | -41.5% | -36.7% |
| YTD | -35.0% | -3.7% | -31.3% | -35.2% |
| 1Y | -40.4% | +5.6% | -46.0% | -42.7% |
| 3Y | +21.9% | -31.4% | +53.3% | +31.5% |
| 5Y | -39.9% | -30.0% | -9.9% | -36.0% |
| All | +11.7% | -37.6% | +49.4% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling