-19.6%
BMRN vs ESTC
-46.4%
+26.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | 0.0% |
| 7D | -3.8% | -3.3% | -0.5% | -3.4% |
| 30D | -6.5% | +13.4% | -19.9% | -8.7% |
| 3M | +11.2% | +41.3% | -30.1% | +4.9% |
| 6M | +5.8% | +62.6% | -56.8% | -2.8% |
| YTD | +8.4% | +14.8% | -6.4% | +4.3% |
| 1Y | +15.7% | -5.1% | +20.7% | +14.0% |
| 3Y | -28.6% | +11.2% | -39.7% | -35.1% |
| 5Y | -19.6% | -47.0% | +27.4% | -24.2% |
| All | -19.6% | -46.4% | +26.8% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling