+19.3%
BABA vs BMRN
-18.0%
+37.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.3% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | -5.4% | +4.3% | -9.7% | -6.6% |
| 3M | -17.9% | -10.4% | -7.5% | -15.6% |
| 6M | -24.1% | +5.8% | -29.8% | -26.0% |
| YTD | -27.4% | -3.8% | -23.7% | -27.6% |
| 1Y | -36.1% | +11.1% | -47.2% | -39.2% |
| 3Y | +35.4% | -31.7% | +67.1% | +45.2% |
| 5Y | -30.1% | -30.9% | +0.8% | -25.7% |
| 10Y | +15.8% | -37.7% | +53.6% | +16.8% |
| All | +19.3% | -18.0% | +37.3% | -0.1% |
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