-28.0%
BMRN vs ABCL
-81.2%
+53.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.1% |
| 7D | +2.1% | -3.3% | +5.4% | +2.5% |
| 30D | +3.8% | -7.1% | +10.9% | +4.2% |
| 3M | -16.5% | +4.7% | -21.2% | -17.7% |
| 6M | +6.9% | +140.9% | -134.0% | -5.9% |
| YTD | -3.7% | +236.0% | -239.7% | -19.3% |
| 1Y | +5.6% | +217.4% | -211.9% | -11.0% |
| 3Y | -31.4% | +188.7% | -220.1% | -44.5% |
| 5Y | -30.0% | -23.5% | -6.5% | -37.0% |
| All | -28.0% | -81.2% | +53.2% | -32.0% |
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