-31.8%
BMRN vs SBAC
+87.1%
-118.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | -0.3% |
| 7D | -1.3% | -2.1% | +0.8% | -0.7% |
| 30D | -6.5% | +2.0% | -8.5% | -7.1% |
| 3M | +18.3% | -8.3% | +26.6% | +20.6% |
| 6M | +8.9% | +0.3% | +8.6% | +7.2% |
| YTD | +10.5% | -2.2% | +12.7% | +9.3% |
| 1Y | +17.5% | -4.6% | +22.1% | +16.9% |
| 3Y | -27.7% | -8.3% | -19.4% | -28.8% |
| 5Y | -15.8% | -42.8% | +27.1% | -3.9% |
| All | -31.8% | +87.1% | -118.9% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling