-44.4%
BMRN vs BAM
+81.2%
-125.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +2.1% | -2.7% | +4.8% | +2.7% |
| 30D | +3.8% | +15.5% | -11.7% | +0.9% |
| 3M | -16.5% | -6.9% | -9.6% | -15.5% |
| 6M | +6.9% | +9.9% | -3.0% | +4.6% |
| YTD | -3.7% | +1.4% | -5.1% | -4.7% |
| 1Y | +5.6% | +3.3% | +2.3% | +4.0% |
| 3Y | -31.4% | +83.6% | -115.0% | -39.8% |
| All | -44.4% | +81.2% | -125.7% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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