+33.6%
ECHO vs BMRN
+12.9%
+20.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +3.4% | +2.9% | +0.5% | +3.6% |
| 30D | +2.4% | +11.0% | -8.7% | +3.2% |
| 3M | -28.0% | +17.8% | -45.8% | -26.9% |
| 6M | -21.2% | +10.1% | -31.3% | -19.5% |
| YTD | -17.4% | +11.9% | -29.3% | -15.8% |
| 1Y | +33.6% | +17.2% | +16.4% | +31.9% |
| All | +33.6% | +12.9% | +20.7% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling