-27.6%
AAL vs BMRN
+541.6%
-569.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -0.1% | +2.1% | -2.2% | -0.9% |
| 30D | +11.7% | +3.8% | +7.9% | +10.2% |
| 3M | -12.5% | -16.5% | +3.9% | -6.0% |
| 6M | +3.6% | +6.9% | -3.3% | -0.3% |
| YTD | -14.1% | -3.7% | -10.4% | -14.1% |
| 1Y | +0.8% | +5.6% | -4.8% | -4.1% |
| 3Y | +11.8% | -31.4% | +43.2% | +23.5% |
| 5Y | -35.1% | -30.0% | -5.1% | -30.2% |
| 10Y | -68.3% | -37.4% | -30.8% | -69.1% |
| All | -27.6% | +541.6% | -569.2% | -79.3% |
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