+1,079.8%
AON vs BMRN
+392.1%
+687.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | -5.9% | -1.4% | -4.5% | -5.7% |
| 30D | -13.7% | -5.8% | -7.9% | -13.1% |
| 3M | -8.3% | +16.6% | -24.9% | -9.9% |
| 6M | -3.6% | +7.6% | -11.2% | -4.7% |
| YTD | -12.4% | +10.2% | -22.6% | -13.6% |
| 1Y | -14.6% | +20.2% | -34.9% | -16.9% |
| 3Y | -5.7% | -27.4% | +21.6% | -4.0% |
| 5Y | +9.1% | -16.0% | +25.1% | +8.5% |
| 10Y | +208.7% | -30.3% | +239.0% | +204.1% |
| All | +1,079.8% | +392.1% | +687.7% | +754.1% |
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