+744.9%
ED vs BMRN
+385.5%
+359.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.0% |
| 7D | +0.5% | -0.3% | +0.9% | +0.5% |
| 30D | +1.1% | +1.3% | -0.2% | +1.0% |
| 3M | +4.6% | +14.3% | -9.6% | +4.0% |
| 6M | -2.0% | +5.7% | -7.7% | -2.3% |
| YTD | +11.7% | +8.7% | +2.9% | +11.1% |
| 1Y | +15.7% | +14.6% | +1.1% | +14.7% |
| 3Y | +34.4% | -28.3% | +62.7% | +35.4% |
| 5Y | +67.3% | -15.7% | +83.0% | +66.8% |
| 10Y | +104.0% | -33.7% | +137.7% | +102.4% |
| All | +744.9% | +385.5% | +359.5% | +638.7% |
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