+202.5%
BAH vs BMRN
-29.6%
+232.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +4.3% | -1.3% | +5.5% | +4.5% |
| 30D | -2.5% | -6.5% | +4.0% | -1.4% |
| 3M | -0.9% | +18.3% | -19.2% | -3.6% |
| 6M | +1.5% | +8.9% | -7.4% | -0.3% |
| YTD | -8.0% | +10.5% | -18.5% | -9.9% |
| 1Y | -24.7% | +17.5% | -42.2% | -27.4% |
| 3Y | -28.4% | -27.7% | -0.7% | -26.1% |
| 5Y | +2.8% | -15.8% | +18.6% | +1.2% |
| All | +202.5% | -29.6% | +232.2% | +173.8% |
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 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