+2,257.1%
EAT vs BMRN
+329.9%
+1,927.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.2% |
| 7D | -4.0% | +2.1% | -6.1% | -4.3% |
| 30D | -2.9% | +3.8% | -6.7% | -3.5% |
| 3M | -16.9% | -16.5% | -0.4% | -14.5% |
| 6M | +57.0% | +6.9% | +50.1% | +54.7% |
| YTD | +38.2% | -3.7% | +41.9% | +38.3% |
| 1Y | +69.3% | +5.6% | +63.7% | +66.2% |
| 3Y | +483.0% | -31.4% | +514.4% | +507.2% |
| 5Y | +364.1% | -30.0% | +394.1% | +378.5% |
| 10Y | +320.8% | -37.4% | +358.2% | +330.2% |
| All | +2,257.1% | +329.9% | +1,927.2% | +1,721.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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