+186.5%
AEE vs BMRN
-29.6%
+216.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -0.8% | -1.3% | +0.5% | -0.7% |
| 30D | -2.9% | -6.5% | +3.6% | -2.3% |
| 3M | -2.4% | +18.3% | -20.7% | -4.1% |
| 6M | -2.7% | +8.9% | -11.6% | -3.8% |
| YTD | +7.3% | +10.5% | -3.3% | +5.9% |
| 1Y | +7.5% | +17.5% | -9.9% | +5.2% |
| 3Y | +46.2% | -27.7% | +73.9% | +49.0% |
| 5Y | +39.7% | -15.8% | +55.5% | +38.9% |
| All | +186.5% | -29.6% | +216.1% | +187.9% |
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