+295.8%
AFL vs BMRN
-29.6%
+325.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.6% | -1.3% | -0.4% | -1.4% |
| 30D | -4.0% | -6.5% | +2.5% | -2.9% |
| 3M | -0.5% | +18.3% | -18.8% | -3.9% |
| 6M | +6.5% | +8.9% | -2.4% | +4.2% |
| YTD | +6.2% | +10.5% | -4.3% | +3.4% |
| 1Y | +8.3% | +17.5% | -9.2% | +3.6% |
| 3Y | +62.5% | -27.7% | +90.3% | +68.4% |
| 5Y | +136.2% | -15.8% | +151.9% | +131.4% |
| All | +295.8% | -29.6% | +325.5% | +270.4% |
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