+1,073.0%
BAH vs BMRN
+121.8%
+951.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.7% | +2.1% | -0.4% | +1.3% |
| 30D | +20.8% | +3.8% | +17.0% | +20.0% |
| 3M | +11.6% | -16.5% | +28.1% | +14.9% |
| 6M | +23.1% | +6.9% | +16.2% | +21.4% |
| YTD | +5.3% | -3.7% | +9.0% | +5.3% |
| 1Y | +6.1% | +5.6% | +0.6% | +4.2% |
| 3Y | -27.5% | -31.4% | +3.9% | -24.5% |
| 5Y | +6.2% | -30.0% | +36.2% | +8.2% |
| 10Y | +202.2% | -37.4% | +239.7% | +197.0% |
| All | +1,073.0% | +121.8% | +951.2% | +686.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling