-30.6%
BMRN vs EXR
-2.2%
-28.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +1.0% | -1.2% | +2.2% | +1.4% |
| 30D | +4.3% | +18.3% | -14.0% | -1.0% |
| 3M | -19.3% | +9.1% | -28.3% | -21.4% |
| 6M | +7.2% | +11.7% | -4.5% | +3.4% |
| YTD | -4.6% | +25.7% | -30.3% | -11.6% |
| 1Y | +2.5% | +24.9% | -22.4% | -4.9% |
| 3Y | -32.5% | +51.4% | -83.9% | -41.8% |
| 5Y | -30.6% | -1.9% | -28.7% | -33.6% |
| All | -30.6% | -2.2% | -28.5% | -33.6% |
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