+504.5%
AVAV vs BMRN
+277.4%
+227.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.2% | +2.9% | -5.1% | -2.9% |
| 30D | -13.9% | +11.0% | -25.0% | -16.0% |
| 3M | -29.2% | +17.8% | -47.0% | -32.0% |
| 6M | -36.1% | +10.1% | -46.2% | -37.8% |
| YTD | -40.2% | +11.9% | -52.1% | -42.2% |
| 1Y | -36.2% | +17.2% | -53.4% | -39.3% |
| 3Y | +47.5% | -28.5% | +76.0% | +55.1% |
| 5Y | +39.3% | -21.7% | +61.0% | +40.5% |
| 10Y | +482.6% | -30.5% | +513.1% | +470.1% |
| All | +504.5% | +277.4% | +227.1% | +261.6% |
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