-31.7%
BMRN vs ABCL
+196.9%
-228.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.2% | +1.5% |
| 7D | -0.5% | +12.4% | -12.9% | -1.8% |
| 30D | +4.3% | -0.4% | +4.7% | +4.0% |
| 3M | -10.4% | +80.4% | -90.8% | -17.2% |
| 6M | +5.8% | +138.5% | -132.8% | -6.0% |
| YTD | -3.8% | +265.5% | -269.3% | -18.8% |
| 1Y | +11.1% | +219.7% | -208.6% | -5.0% |
| 3Y | -31.7% | +209.4% | -241.1% | -42.4% |
| All | -31.7% | +196.9% | -228.6% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling