+804.4%
AAOI vs BMRN
-27.2%
+831.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | -23.7% | -6.5% | -17.2% | -22.4% |
| 3M | -39.0% | +18.3% | -57.3% | -42.4% |
| 6M | -17.0% | +8.9% | -25.9% | -20.0% |
| YTD | +202.2% | +10.5% | +191.7% | +189.3% |
| 1Y | +292.4% | +17.5% | +274.9% | +262.5% |
| 3Y | +804.4% | -27.7% | +832.1% | +888.7% |
| All | +804.4% | -27.2% | +831.6% | +888.7% |
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 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