+69.9%
ED vs BMRN
-18.8%
+88.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -1.9% | -1.4% | -0.5% | -1.8% |
| 30D | +0.1% | -5.8% | +5.9% | +0.3% |
| 3M | 0.0% | +16.6% | -16.6% | -0.8% |
| 6M | -2.5% | +7.6% | -10.1% | -3.0% |
| YTD | +10.1% | +10.2% | -0.1% | +9.4% |
| 1Y | +13.6% | +20.2% | -6.6% | +12.3% |
| 3Y | +32.4% | -27.4% | +59.8% | +34.7% |
| 5Y | +69.9% | -16.0% | +85.8% | +70.3% |
| All | +69.9% | -18.8% | +88.6% | +70.3% |
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