-44.5%
BMRN vs BAM
+90.5%
-135.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.3% | +1.6% |
| 7D | -0.5% | +5.3% | -5.7% | -1.4% |
| 30D | +4.3% | +18.1% | -13.7% | +1.0% |
| 3M | -10.4% | +4.2% | -14.6% | -11.3% |
| 6M | +5.8% | +11.1% | -5.3% | +3.3% |
| YTD | -3.8% | +6.6% | -10.4% | -5.7% |
| 1Y | +11.1% | +6.2% | +4.9% | +8.9% |
| 3Y | -31.7% | +95.0% | -126.7% | -40.7% |
| All | -44.5% | +90.5% | -135.0% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling