-67.0%
BAX vs BMRN
-18.8%
-48.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.2% |
| 7D | -5.4% | -1.4% | -4.1% | -5.1% |
| 30D | -12.4% | -5.8% | -6.6% | -11.2% |
| 3M | +19.1% | +16.6% | +2.5% | +15.1% |
| 6M | +38.6% | +7.6% | +31.0% | +35.9% |
| YTD | +26.7% | +10.2% | +16.5% | +23.5% |
| 1Y | +1.0% | +20.2% | -19.2% | -3.8% |
| 3Y | -33.9% | -27.4% | -6.5% | -32.1% |
| 5Y | -67.0% | -16.0% | -51.0% | -64.9% |
| All | -67.0% | -18.8% | -48.3% | -64.9% |
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