+152.1%
ECL vs BMRN
-29.8%
+181.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -2.6% | -1.4% | -1.3% | -2.4% |
| 30D | -4.6% | -5.8% | +1.2% | -3.4% |
| 3M | +6.0% | +16.6% | -10.7% | +2.4% |
| 6M | -3.0% | +7.6% | -10.5% | -4.9% |
| YTD | +4.0% | +10.2% | -6.2% | +1.3% |
| 1Y | +2.0% | +20.2% | -18.2% | -3.0% |
| 3Y | +53.9% | -27.4% | +81.3% | +59.9% |
| 5Y | +27.1% | -16.0% | +43.1% | +25.4% |
| All | +152.1% | -29.8% | +181.9% | +136.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling