-19.6%
BMRN vs EXR
-13.9%
-5.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.4% |
| 7D | -3.8% | -3.1% | -0.7% | -2.9% |
| 30D | -6.5% | -7.5% | +1.0% | -4.2% |
| 3M | +11.2% | -7.5% | +18.7% | +13.8% |
| 6M | +5.8% | -5.2% | +11.0% | +7.2% |
| YTD | +8.4% | +6.5% | +1.9% | +5.6% |
| 1Y | +15.7% | -2.0% | +17.7% | +15.5% |
| 3Y | -28.6% | +21.5% | -50.1% | -34.4% |
| 5Y | -19.6% | -11.5% | -8.1% | -22.7% |
| All | -19.6% | -13.9% | -5.7% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling