-38.4%
BMRN vs EXR
+216.3%
-254.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +2.1% | -0.4% | +2.6% | +2.3% |
| 30D | +3.8% | +18.2% | -14.4% | -1.1% |
| 3M | -16.5% | +7.3% | -23.8% | -18.2% |
| 6M | +6.9% | +13.8% | -7.0% | +2.8% |
| YTD | -3.7% | +25.9% | -29.6% | -10.4% |
| 1Y | +5.6% | +25.8% | -20.3% | -1.8% |
| 3Y | -31.4% | +53.7% | -85.1% | -40.4% |
| 5Y | -30.0% | -1.8% | -28.2% | -32.3% |
| All | -38.4% | +216.3% | -254.7% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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