+170.5%
AEP vs BMRN
-29.6%
+200.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.9% | -1.3% | +0.3% | -0.9% |
| 30D | -1.1% | -6.5% | +5.4% | -0.6% |
| 3M | -3.3% | +18.3% | -21.5% | -4.5% |
| 6M | -4.6% | +8.9% | -13.5% | -5.4% |
| YTD | +9.4% | +10.5% | -1.1% | +8.4% |
| 1Y | +16.9% | +17.5% | -0.5% | +15.1% |
| 3Y | +76.6% | -27.7% | +104.3% | +79.3% |
| 5Y | +66.2% | -15.8% | +82.0% | +65.8% |
| All | +170.5% | -29.6% | +200.1% | +173.4% |
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