+231.8%
AEIS vs BMRN
-16.0%
+247.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.7% | +4.9% |
| 7D | +2.3% | -1.3% | +3.5% | +2.6% |
| 30D | -14.8% | -6.5% | -8.3% | -13.4% |
| 3M | -15.6% | +18.3% | -33.8% | -20.3% |
| 6M | -8.7% | +8.9% | -17.6% | -11.9% |
| YTD | +37.3% | +10.5% | +26.8% | +31.6% |
| 1Y | +80.3% | +17.5% | +62.9% | +68.4% |
| 3Y | +177.9% | -27.7% | +205.7% | +195.6% |
| All | +231.8% | -16.0% | +247.8% | +208.7% |
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 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