-25.0%
BAH vs BMRN
+20.3%
-45.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.7% |
| 7D | +2.4% | -1.4% | +3.8% | +2.5% |
| 30D | -2.9% | -5.8% | +2.9% | -2.5% |
| 3M | -1.3% | +16.6% | -18.0% | -1.7% |
| 6M | -0.9% | +7.6% | -8.5% | -0.6% |
| YTD | -8.2% | +10.2% | -18.5% | -7.8% |
| All | -25.0% | +20.3% | -45.2% | -23.7% |
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