+7.2%
BAH vs BMRN
-30.6%
+37.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.7% | +2.1% | -0.4% | +1.4% |
| 30D | +20.8% | +3.8% | +17.0% | +20.2% |
| 3M | +11.6% | -16.5% | +28.1% | +14.1% |
| 6M | +23.1% | +6.9% | +16.2% | +22.2% |
| YTD | +5.3% | -3.7% | +9.0% | +5.6% |
| 1Y | +6.1% | +5.6% | +0.6% | +4.9% |
| 3Y | -27.5% | -31.4% | +3.9% | -25.3% |
| All | +7.2% | -30.6% | +37.8% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling