+2.7%
AA vs BMRN
+383.8%
-381.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -0.6% | -3.8% | +3.2% | +0.2% |
| 30D | -1.6% | -6.5% | +4.9% | -0.2% |
| 3M | -29.8% | +11.2% | -41.0% | -31.5% |
| 6M | -16.6% | +5.8% | -22.4% | -18.0% |
| YTD | -4.0% | +8.4% | -12.4% | -6.3% |
| 1Y | +63.5% | +15.7% | +47.9% | +56.8% |
| 3Y | +86.8% | -28.6% | +115.3% | +95.3% |
| 5Y | +12.4% | -19.6% | +32.0% | +13.9% |
| 10Y | +132.3% | -31.5% | +163.8% | +135.8% |
| All | +2.7% | +383.8% | -381.1% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling