-12.2%
JOBY vs BMRN
-27.2%
+15.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -5.2% | -1.3% | -3.9% | -4.8% |
| 30D | -19.7% | -6.5% | -13.2% | -17.9% |
| 3M | -31.7% | +18.3% | -50.0% | -35.9% |
| 6M | -37.5% | +8.9% | -46.4% | -39.9% |
| YTD | -51.6% | +10.5% | -62.1% | -53.8% |
| 1Y | -53.3% | +17.5% | -70.8% | -56.9% |
| 3Y | -12.2% | -27.7% | +15.5% | -5.6% |
| All | -12.2% | -27.2% | +15.0% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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