-43.4%
BMRN vs ESTC
+25.9%
-69.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.1% |
| 7D | +2.1% | +2.4% | -0.3% | +1.7% |
| 30D | +3.8% | -4.2% | +8.0% | +4.3% |
| 3M | -16.5% | +2.5% | -19.0% | -17.6% |
| 6M | +6.9% | +81.5% | -74.6% | -5.0% |
| YTD | -3.7% | +16.8% | -20.5% | -8.6% |
| 1Y | +5.6% | -3.5% | +9.0% | +3.1% |
| 3Y | -31.4% | +17.7% | -49.1% | -39.3% |
| 5Y | -30.0% | -51.7% | +21.8% | -30.3% |
| All | -43.4% | +25.9% | -69.3% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling