-16.3%
BMRN vs ABCL
-81.3%
+65.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | +11.0% | +93.1% | -82.0% | +2.1% |
| 3M | +17.8% | +79.4% | -61.6% | +8.4% |
| 6M | +10.1% | +214.9% | -204.8% | -5.6% |
| YTD | +11.9% | +234.2% | -222.3% | -5.4% |
| 1Y | +17.2% | +174.8% | -157.5% | +0.5% |
| 3Y | -28.5% | +104.5% | -133.0% | -39.3% |
| 5Y | -21.7% | -39.0% | +17.3% | -28.5% |
| All | -16.3% | -81.3% | +65.0% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling