-27.9%
BMRN vs SBAC
-11.3%
-16.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.6% | +2.0% |
| 7D | -1.4% | -5.3% | +3.9% | -0.8% |
| 30D | -5.8% | +0.4% | -6.2% | -5.9% |
| 3M | +16.6% | -11.9% | +28.5% | +18.1% |
| 6M | +7.6% | -4.5% | +12.1% | +8.1% |
| YTD | +10.2% | -4.3% | +14.6% | +10.6% |
| 1Y | +20.2% | -3.9% | +24.1% | +20.4% |
| All | -27.9% | -11.3% | -16.6% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling