+830.6%
EEM vs BMRN
+431.3%
+399.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.6% |
| 7D | -0.7% | -1.4% | +0.7% | -0.4% |
| 30D | +2.4% | -5.8% | +8.2% | +3.8% |
| 3M | +4.2% | +16.6% | -12.5% | 0.0% |
| 6M | +14.8% | +7.6% | +7.2% | +11.9% |
| YTD | +23.1% | +10.2% | +12.9% | +19.1% |
| 1Y | +32.5% | +20.2% | +12.3% | +24.8% |
| 3Y | +85.9% | -27.4% | +113.3% | +93.0% |
| 5Y | +43.6% | -16.0% | +59.6% | +41.0% |
| 10Y | +127.2% | -30.3% | +157.6% | +117.8% |
| All | +830.6% | +431.3% | +399.3% | +340.6% |
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