+2,069.0%
EBAY vs BMRN
+392.1%
+1,676.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.1% |
| 7D | -0.8% | -1.4% | +0.6% | -0.5% |
| 30D | -0.6% | -5.8% | +5.2% | +0.4% |
| 3M | -1.0% | +16.6% | -17.6% | -4.2% |
| 6M | +16.3% | +7.6% | +8.7% | +14.0% |
| YTD | +21.7% | +10.2% | +11.5% | +18.6% |
| 1Y | +16.5% | +20.2% | -3.7% | +11.2% |
| 3Y | +154.2% | -27.4% | +181.5% | +162.5% |
| 5Y | +58.1% | -16.0% | +74.0% | +57.0% |
| 10Y | +273.5% | -30.3% | +303.8% | +263.8% |
| All | +2,069.0% | +392.1% | +1,676.9% | +1,119.6% |
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