-16.7%
BMRN vs JAAA
+29.3%
-46.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | -6.5% | +0.5% | -6.9% | -6.8% |
| 3M | +11.2% | +1.2% | +10.0% | +10.2% |
| 6M | +5.8% | +2.7% | +3.1% | +3.7% |
| YTD | +8.4% | +3.2% | +5.2% | +5.8% |
| 1Y | +15.7% | +4.8% | +10.9% | +11.6% |
| 3Y | -28.6% | +19.0% | -47.6% | -30.2% |
| 5Y | -19.6% | +26.8% | -46.4% | -20.9% |
| All | -16.7% | +29.3% | -46.0% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling