-31.9%
BAH vs BMRN
-28.6%
-3.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -1.3% | -3.8% | +2.5% | -0.9% |
| 30D | -6.6% | -6.5% | -0.1% | -5.9% |
| 3M | -7.2% | +11.2% | -18.4% | -8.0% |
| 6M | -10.0% | +5.8% | -15.8% | -10.4% |
| YTD | -12.5% | +8.4% | -20.8% | -13.1% |
| 1Y | -27.9% | +15.7% | -43.6% | -29.2% |
| All | -31.9% | -28.6% | -3.3% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling