-15.8%
BMRN vs SBAC
-43.5%
+27.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | -0.2% |
| 7D | -1.3% | -2.1% | +0.8% | -0.9% |
| 30D | -6.5% | +2.0% | -8.5% | -6.9% |
| 3M | +18.3% | -8.3% | +26.6% | +20.1% |
| 6M | +8.9% | +0.3% | +8.6% | +7.8% |
| YTD | +10.5% | -2.2% | +12.7% | +9.8% |
| 1Y | +17.5% | -4.6% | +22.1% | +17.4% |
| 3Y | -27.7% | -8.3% | -19.4% | -28.2% |
| All | -15.8% | -43.5% | +27.7% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling