+411.8%
BMRN vs SBAC
+1,718.9%
-1,307.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.4% |
| 7D | +2.9% | -0.8% | +3.7% | +3.0% |
| 30D | +11.0% | +6.9% | +4.1% | +9.5% |
| 3M | +17.8% | -8.2% | +26.0% | +19.5% |
| 6M | +10.1% | -1.6% | +11.7% | +9.3% |
| YTD | +11.9% | -0.1% | +12.1% | +10.6% |
| 1Y | +17.2% | -0.5% | +17.7% | +15.8% |
| 3Y | -28.5% | -9.1% | -19.4% | -29.0% |
| 5Y | -21.7% | -43.8% | +22.1% | -15.1% |
| 10Y | -30.5% | +80.5% | -111.0% | -40.8% |
| All | +411.8% | +1,718.9% | -1,307.1% | +196.6% |
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