-35.2%
BMRN vs ESTC
+19.3%
-54.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +2.3% |
| 7D | -1.4% | -13.2% | +11.8% | +0.9% |
| 30D | -5.8% | +9.3% | -15.1% | -7.9% |
| 3M | +16.6% | +37.3% | -20.7% | +9.4% |
| 6M | +7.6% | +61.0% | -53.4% | -2.4% |
| YTD | +10.2% | +10.7% | -0.4% | +5.9% |
| 1Y | +20.2% | -7.2% | +27.4% | +18.4% |
| 3Y | -27.4% | +7.2% | -34.5% | -34.4% |
| 5Y | -16.0% | -47.7% | +31.7% | -18.0% |
| All | -35.2% | +19.3% | -54.5% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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