+883.7%
BAH vs BMRN
+157.9%
+725.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -3.2% | +2.9% | -6.1% | -3.7% |
| 30D | +2.0% | +11.0% | -9.0% | +0.2% |
| 3M | -7.6% | +17.8% | -25.4% | -10.1% |
| 6M | -5.7% | +10.1% | -15.8% | -7.5% |
| YTD | -11.7% | +11.9% | -23.7% | -13.9% |
| 1Y | -27.4% | +17.2% | -44.6% | -30.0% |
| 3Y | -32.5% | -28.5% | -4.1% | -30.3% |
| 5Y | -3.3% | -21.7% | +18.4% | -3.4% |
| 10Y | +186.0% | -30.5% | +216.5% | +175.6% |
| All | +883.7% | +157.9% | +725.8% | +542.8% |
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