-30.9%
BMRN vs ABCL
-18.8%
-12.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.2% | +1.3% |
| 7D | -0.5% | +12.4% | -12.9% | -2.2% |
| 30D | +4.3% | -0.4% | +4.7% | +3.9% |
| 3M | -10.4% | +80.4% | -90.8% | -18.8% |
| 6M | +5.8% | +138.5% | -132.8% | -9.1% |
| YTD | -3.8% | +265.5% | -269.3% | -23.1% |
| 1Y | +11.1% | +219.7% | -208.6% | -9.6% |
| 3Y | -31.7% | +209.4% | -241.1% | -47.9% |
| 5Y | -30.9% | -15.0% | -15.9% | -35.4% |
| All | -30.9% | -18.8% | -12.1% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling