+308.9%
AVAV vs BMRN
-37.6%
+346.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.7% | -3.0% |
| 7D | +4.2% | +2.1% | +2.1% | +3.7% |
| 30D | -2.6% | +3.8% | -6.3% | -3.6% |
| 3M | -38.0% | -16.5% | -21.5% | -35.0% |
| 6M | -27.0% | +6.9% | -33.9% | -28.7% |
| YTD | -51.4% | -3.7% | -47.7% | -51.3% |
| 1Y | -60.2% | +5.6% | -65.8% | -61.3% |
| 3Y | -6.7% | -31.4% | +24.7% | +0.5% |
| 5Y | +28.3% | -30.0% | +58.3% | +34.0% |
| All | +308.9% | -37.6% | +346.6% | +300.8% |
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