+806.7%
AEE vs BMRN
+383.8%
+422.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.1% | -3.8% | +4.9% | +1.3% |
| 30D | 0.0% | -6.5% | +6.5% | +0.5% |
| 3M | -0.9% | +11.2% | -12.1% | -1.8% |
| 6M | -2.4% | +5.8% | -8.2% | -3.0% |
| YTD | +8.6% | +8.4% | +0.3% | +7.7% |
| 1Y | +10.2% | +15.7% | -5.5% | +8.5% |
| 3Y | +47.8% | -28.6% | +76.4% | +49.9% |
| 5Y | +40.1% | -19.6% | +59.7% | +39.9% |
| 10Y | +195.0% | -31.5% | +226.5% | +191.2% |
| All | +806.7% | +383.8% | +422.9% | +639.8% |
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