-31.4%
BMRN vs ESTC
+14.8%
-46.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.0% |
| 7D | +2.1% | +2.4% | -0.3% | +1.9% |
| 30D | +3.8% | -4.2% | +8.0% | +4.0% |
| 3M | -16.5% | +2.5% | -19.0% | -17.0% |
| 6M | +6.9% | +81.5% | -74.6% | +0.4% |
| YTD | -3.7% | +16.8% | -20.5% | -6.3% |
| 1Y | +5.6% | -3.5% | +9.0% | +4.5% |
| 3Y | -31.4% | +17.7% | -49.1% | -32.9% |
| All | -31.4% | +14.8% | -46.1% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling