+1,169.7%
BMRN vs EXR
+2,662.2%
-1,492.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +2.9% | -2.6% | +5.4% | +3.8% |
| 30D | +11.0% | -7.2% | +18.2% | +13.9% |
| 3M | +17.8% | -3.5% | +21.3% | +19.1% |
| 6M | +10.1% | -5.3% | +15.4% | +11.9% |
| YTD | +11.9% | +9.4% | +2.6% | +7.8% |
| 1Y | +17.2% | +1.3% | +15.9% | +15.7% |
| 3Y | -28.5% | +22.4% | -50.9% | -35.3% |
| 5Y | -21.7% | -12.2% | -9.5% | -22.1% |
| 10Y | -30.5% | +148.6% | -179.1% | -54.8% |
| All | +1,169.7% | +2,662.2% | -1,492.6% | +168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling