-35.4%
BMRN vs BAM
+78.0%
-113.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | 0.0% |
| 7D | +2.9% | -2.0% | +4.8% | +3.2% |
| 30D | +11.0% | -2.9% | +14.0% | +11.6% |
| 3M | +17.8% | +9.4% | +8.4% | +15.6% |
| 6M | +10.1% | +10.8% | -0.7% | +7.6% |
| YTD | +11.9% | -0.4% | +12.4% | +11.3% |
| 1Y | +17.2% | -10.9% | +28.1% | +19.1% |
| 3Y | -28.5% | +61.3% | -89.7% | -35.7% |
| All | -35.4% | +78.0% | -113.4% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling