-30.3%
BMRN vs SBAC
-39.6%
+9.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +2.1% | +0.6% | +1.5% | +2.0% |
| 30D | +3.8% | +5.5% | -1.7% | +2.7% |
| 3M | -16.5% | +3.1% | -19.6% | -17.1% |
| 6M | +6.9% | -7.0% | +13.9% | +8.0% |
| YTD | -3.7% | +0.5% | -4.2% | -4.9% |
| 1Y | +5.6% | +0.2% | +5.3% | +4.3% |
| 3Y | -31.4% | -7.4% | -24.0% | -31.8% |
| All | -30.3% | -39.6% | +9.4% | -18.7% |
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