+117.0%
AA vs BMRN
-29.6%
+146.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | -5.8% | -6.5% | +0.7% | -3.5% |
| 3M | -29.9% | +18.3% | -48.2% | -34.3% |
| 6M | -27.0% | +8.9% | -35.9% | -29.9% |
| YTD | -8.7% | +10.5% | -19.2% | -13.2% |
| 1Y | +50.6% | +17.5% | +33.2% | +38.8% |
| 3Y | +74.1% | -27.7% | +101.8% | +86.4% |
| 5Y | +2.6% | -15.8% | +18.4% | +1.4% |
| All | +117.0% | -29.6% | +146.6% | +97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling