+38.9%
ECL vs BMRN
-30.6%
+69.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +2.9% | +2.1% | +0.7% | +2.4% |
| 30D | +7.5% | +3.8% | +3.7% | +6.7% |
| 3M | +12.2% | -16.5% | +28.7% | +15.9% |
| 6M | +24.6% | +6.9% | +17.7% | +22.4% |
| YTD | +18.8% | -3.7% | +22.5% | +18.9% |
| 1Y | +19.3% | +5.6% | +13.8% | +16.9% |
| 3Y | +78.2% | -31.4% | +109.6% | +86.3% |
| All | +38.9% | -30.6% | +69.5% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling