-15.8%
BMRN vs JAAA
+26.5%
-42.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -6.5% | +0.5% | -7.0% | -6.9% |
| 3M | +18.3% | +1.3% | +17.0% | +17.1% |
| 6M | +8.9% | +2.8% | +6.1% | +6.6% |
| YTD | +10.5% | +3.3% | +7.3% | +7.9% |
| 1Y | +17.5% | +4.9% | +12.5% | +13.3% |
| 3Y | -27.7% | +19.0% | -46.7% | -28.2% |
| All | -15.8% | +26.5% | -42.3% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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