+134.8%
BAX vs BMRN
+399.8%
-265.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -1.1% | +2.9% | -4.0% | -1.4% |
| 30D | -5.5% | +11.0% | -16.5% | -6.5% |
| 3M | +33.5% | +17.8% | +15.7% | +31.2% |
| 6M | +35.9% | +10.1% | +25.8% | +34.2% |
| YTD | +35.4% | +11.9% | +23.4% | +33.5% |
| 1Y | +9.8% | +17.2% | -7.5% | +7.5% |
| 3Y | -32.7% | -28.5% | -4.2% | -31.2% |
| 5Y | -65.6% | -21.7% | -43.9% | -65.3% |
| 10Y | -34.9% | -30.5% | -4.4% | -35.3% |
| All | +134.8% | +399.8% | -265.0% | +99.8% |
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