+133.7%
AFL vs BMRN
-16.0%
+149.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.6% | -1.3% | -0.4% | -1.5% |
| 30D | -4.0% | -6.5% | +2.5% | -3.3% |
| 3M | -0.5% | +18.3% | -18.8% | -2.8% |
| 6M | +6.5% | +8.9% | -2.4% | +5.0% |
| YTD | +6.2% | +10.5% | -4.3% | +4.4% |
| 1Y | +8.3% | +17.5% | -9.2% | +5.3% |
| 3Y | +62.5% | -27.7% | +90.3% | +66.8% |
| All | +133.7% | -16.0% | +149.7% | +138.3% |
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 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