-35.7%
AUR vs BMRN
-15.0%
-20.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | +1.4% | -1.3% | +2.7% | +2.0% |
| 30D | -6.4% | -6.5% | +0.1% | -3.0% |
| 3M | +7.7% | +18.3% | -10.6% | -3.0% |
| 6M | +44.5% | +8.9% | +35.6% | +35.5% |
| YTD | +67.4% | +10.5% | +56.9% | +55.4% |
| 1Y | +15.4% | +17.5% | -2.0% | +1.4% |
| 3Y | +94.8% | -27.7% | +122.6% | +124.9% |
| 5Y | -35.1% | -15.8% | -19.3% | -32.7% |
| All | -35.7% | -15.0% | -20.7% | -33.5% |
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