+551.6%
AEIS vs BMRN
-29.6%
+581.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.7% | +4.8% |
| 7D | +2.3% | -1.3% | +3.5% | +2.7% |
| 30D | -14.8% | -6.5% | -8.3% | -12.9% |
| 3M | -15.6% | +18.3% | -33.8% | -21.5% |
| 6M | -8.7% | +8.9% | -17.6% | -13.0% |
| YTD | +37.3% | +10.5% | +26.8% | +29.8% |
| 1Y | +80.3% | +17.5% | +62.9% | +65.2% |
| 3Y | +177.9% | -27.7% | +205.7% | +196.7% |
| 5Y | +235.8% | -15.8% | +251.6% | +226.0% |
| All | +551.6% | -29.6% | +581.2% | +484.2% |
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