+692.9%
AEIS vs BMRN
+383.8%
+309.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +6.5% | -3.8% | +10.3% | +7.6% |
| 30D | -9.2% | -6.5% | -2.7% | -7.6% |
| 3M | -8.3% | +11.2% | -19.6% | -11.7% |
| 6M | -6.3% | +5.8% | -12.1% | -8.8% |
| YTD | +36.5% | +8.4% | +28.1% | +31.7% |
| 1Y | +84.8% | +15.7% | +69.1% | +74.2% |
| 3Y | +176.6% | -28.6% | +205.2% | +190.9% |
| 5Y | +237.1% | -19.6% | +256.7% | +238.8% |
| 10Y | +554.7% | -31.5% | +586.2% | +558.1% |
| All | +692.9% | +383.8% | +309.1% | +267.3% |
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