-22.7%
BABA vs BMRN
+14.9%
-37.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.2% |
| 7D | -0.2% | -0.3% | +0.2% | -0.1% |
| 30D | -12.3% | +1.3% | -13.6% | -12.4% |
| 3M | -5.3% | +14.3% | -19.6% | -6.4% |
| 6M | -13.1% | +5.7% | -18.8% | -13.4% |
| YTD | -22.4% | +8.7% | -31.2% | -23.0% |
| All | -22.7% | +14.9% | -37.6% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling