+340.2%
BMRN vs SBAC
+1,730.1%
-1,389.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 3M | -16.5% | +3.1% | -19.6% | -17.2% |
| 6M | +6.9% | -7.0% | +13.9% | +7.9% |
| YTD | -3.7% | +0.5% | -4.2% | -5.2% |
| 1Y | +5.6% | +0.2% | +5.3% | +3.9% |
| 3Y | -31.4% | -7.4% | -24.0% | -32.0% |
| 5Y | -30.0% | -39.7% | +9.7% | -25.3% |
| 10Y | -37.4% | +112.5% | -150.0% | -48.3% |
| All | +340.2% | +1,730.1% | -1,389.9% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling