+2.5%
BAH vs BMRN
-18.8%
+21.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.6% |
| 7D | +2.4% | -1.4% | +3.8% | +2.6% |
| 30D | -2.9% | -5.8% | +2.9% | -2.2% |
| 3M | -1.3% | +16.6% | -18.0% | -3.1% |
| 6M | -0.9% | +7.6% | -8.5% | -1.8% |
| YTD | -8.2% | +10.2% | -18.5% | -9.5% |
| 1Y | -24.0% | +20.2% | -44.2% | -26.1% |
| 3Y | -28.1% | -27.4% | -0.7% | -26.3% |
| 5Y | +2.5% | -16.0% | +18.5% | +1.3% |
| All | +2.5% | -18.8% | +21.3% | +1.3% |
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