-37.3%
BMRN vs BAM
+71.9%
-109.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.6% | -2.2% |
| 7D | -0.3% | -1.6% | +1.3% | 0.0% |
| 30D | +1.3% | -6.0% | +7.3% | +2.4% |
| 3M | +14.3% | +7.3% | +6.9% | +12.6% |
| 6M | +5.7% | +8.2% | -2.5% | +3.8% |
| YTD | +8.7% | -3.8% | +12.6% | +8.9% |
| 1Y | +14.6% | -10.7% | +25.4% | +16.3% |
| 3Y | -28.3% | +55.3% | -83.7% | -35.1% |
| All | -37.3% | +71.9% | -109.1% | -45.3% |
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