+1,715.5%
ECL vs BMRN
+399.8%
+1,315.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -2.6% | +2.9% | -5.5% | -2.9% |
| 30D | -2.2% | +11.0% | -13.2% | -3.5% |
| 3M | +10.1% | +17.8% | -7.7% | +7.9% |
| 6M | -5.7% | +10.1% | -15.8% | -7.1% |
| YTD | +7.0% | +11.9% | -5.0% | +5.2% |
| 1Y | +2.7% | +17.2% | -14.6% | +0.1% |
| 3Y | +57.7% | -28.5% | +86.2% | +61.4% |
| 5Y | +31.1% | -21.7% | +52.8% | +31.7% |
| 10Y | +150.9% | -30.5% | +181.4% | +148.1% |
| All | +1,715.5% | +399.8% | +1,315.7% | +1,290.8% |
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