+2,544.2%
EAT vs BMRN
+385.5%
+2,158.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.9% |
| 7D | -4.9% | -0.3% | -4.6% | -4.9% |
| 30D | -1.2% | +1.3% | -2.5% | -1.5% |
| 3M | +52.2% | +14.3% | +38.0% | +48.6% |
| 6M | +65.0% | +5.7% | +59.3% | +62.9% |
| YTD | +55.0% | +8.7% | +46.3% | +52.1% |
| 1Y | +42.1% | +14.6% | +27.4% | +37.6% |
| 3Y | +614.7% | -28.3% | +643.1% | +637.3% |
| 5Y | +322.7% | -15.7% | +338.5% | +322.4% |
| 10Y | +382.0% | -33.7% | +415.7% | +386.7% |
| All | +2,544.2% | +385.5% | +2,158.7% | +1,903.6% |
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