+355.1%
AEM vs BMRN
-29.6%
+384.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -2.1% | -1.3% | -0.9% | -2.0% |
| 30D | +8.4% | -6.5% | +14.9% | +9.3% |
| 3M | +27.3% | +18.3% | +9.0% | +24.6% |
| 6M | -9.7% | +8.9% | -18.5% | -10.8% |
| YTD | +19.0% | +10.5% | +8.4% | +17.2% |
| 1Y | +31.5% | +17.5% | +14.0% | +28.3% |
| 3Y | +338.7% | -27.7% | +366.4% | +348.2% |
| 5Y | +307.4% | -15.8% | +323.2% | +306.1% |
| All | +355.1% | -29.6% | +384.7% | +338.5% |
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