+1,683.6%
AFL vs BMRN
+393.4%
+1,290.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | -0.5% | +18.3% | -18.8% | -3.3% |
| 6M | +6.5% | +8.9% | -2.4% | +4.6% |
| YTD | +6.2% | +10.5% | -4.3% | +3.9% |
| 1Y | +8.3% | +17.5% | -9.2% | +4.5% |
| 3Y | +62.5% | -27.7% | +90.3% | +66.7% |
| 5Y | +136.2% | -15.8% | +151.9% | +133.5% |
| 10Y | +301.4% | -30.1% | +331.6% | +292.7% |
| All | +1,683.6% | +393.4% | +1,290.2% | +1,173.0% |
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