+1,915.8%
ECL vs BMRN
+329.9%
+1,585.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | +2.9% | +2.1% | +0.7% | +2.6% |
| 30D | +7.5% | +3.8% | +3.7% | +7.0% |
| 3M | +12.2% | -16.5% | +28.7% | +14.6% |
| 6M | +24.6% | +6.9% | +17.7% | +23.2% |
| YTD | +18.8% | -3.7% | +22.5% | +18.8% |
| 1Y | +19.3% | +5.6% | +13.8% | +17.8% |
| 3Y | +78.2% | -31.4% | +109.6% | +83.5% |
| 5Y | +38.8% | -30.0% | +68.8% | +41.4% |
| 10Y | +197.8% | -37.4% | +235.3% | +198.7% |
| All | +1,915.8% | +329.9% | +1,585.9% | +1,471.7% |
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