+41.2%
AEE vs BMRN
-16.0%
+57.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.4% |
| 3M | -2.4% | +18.3% | -20.7% | -4.0% |
| 6M | -2.7% | +8.9% | -11.6% | -3.7% |
| YTD | +7.3% | +10.5% | -3.3% | +6.0% |
| 1Y | +7.5% | +17.5% | -9.9% | +5.4% |
| 3Y | +46.2% | -27.7% | +73.9% | +49.5% |
| All | +41.2% | -16.0% | +57.2% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling