+419.8%
AVAV vs BMRN
+230.9%
+189.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.2% |
| 7D | +9.9% | +2.1% | +7.8% | +9.4% |
| 30D | -5.4% | +5.3% | -10.7% | -6.6% |
| 3M | -36.5% | -16.1% | -20.4% | -33.9% |
| 6M | -25.3% | +10.9% | -36.2% | -27.5% |
| YTD | -48.6% | -1.9% | -46.7% | -48.8% |
| 1Y | -62.1% | +6.2% | -68.3% | -63.0% |
| 3Y | +2.3% | -30.5% | +32.9% | +8.5% |
| 5Y | +35.4% | -28.4% | +63.8% | +40.0% |
| 10Y | +345.1% | -36.2% | +381.3% | +344.8% |
| All | +419.8% | +230.9% | +189.0% | +220.4% |
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