-19.0%
BMRN vs ABCL
-81.9%
+62.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.1% |
| 7D | -3.8% | -2.7% | -1.1% | -3.5% |
| 30D | -6.5% | +18.3% | -24.8% | -8.6% |
| 3M | +11.2% | +108.5% | -97.3% | +0.7% |
| 6M | +5.8% | +213.9% | -208.1% | -9.3% |
| YTD | +8.4% | +223.1% | -214.7% | -8.1% |
| 1Y | +15.7% | +160.6% | -145.0% | -0.2% |
| 3Y | -28.6% | +104.3% | -132.8% | -39.4% |
| 5Y | -19.6% | -40.0% | +20.4% | -26.4% |
| All | -19.0% | -81.9% | +62.9% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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