-39.3%
BAX vs BMRN
-29.6%
-9.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | -7.9% | -1.3% | -6.6% | -7.6% |
| 30D | -11.7% | -6.5% | -5.2% | -10.4% |
| 3M | +16.2% | +18.3% | -2.1% | +12.1% |
| 6M | +32.0% | +8.9% | +23.1% | +29.1% |
| YTD | +24.7% | +10.5% | +14.2% | +21.6% |
| 1Y | -2.6% | +17.5% | -20.1% | -6.8% |
| 3Y | -35.0% | -27.7% | -7.3% | -32.4% |
| 5Y | -67.6% | -15.8% | -51.8% | -67.8% |
| All | -39.3% | -29.6% | -9.7% | -39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling