-29.0%
AAL vs BMRN
+624.6%
-653.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.5% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -19.0% | +1.3% | -20.3% | -19.8% |
| 3M | -5.1% | +14.3% | -19.4% | -10.7% |
| 6M | +15.5% | +5.7% | +9.7% | +11.5% |
| YTD | -15.8% | +8.7% | -24.5% | -19.9% |
| 1Y | -0.3% | +14.6% | -14.9% | -8.4% |
| 3Y | -7.7% | -28.3% | +20.7% | -0.3% |
| 5Y | -32.5% | -15.7% | -16.8% | -32.9% |
| 10Y | -66.0% | -33.7% | -32.3% | -67.7% |
| All | -29.0% | +624.6% | -653.6% | -80.7% |
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