+387.6%
EFA vs BMRN
+472.5%
-85.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.5% | -3.8% | +3.4% | +0.2% |
| 30D | -1.3% | -6.5% | +5.1% | -0.3% |
| 3M | +5.2% | +11.2% | -6.0% | +3.2% |
| 6M | +9.4% | +5.8% | +3.6% | +7.8% |
| YTD | +12.7% | +8.4% | +4.3% | +10.6% |
| 1Y | +19.3% | +15.7% | +3.6% | +15.3% |
| 3Y | +66.3% | -28.6% | +94.9% | +71.5% |
| 5Y | +53.4% | -19.6% | +72.9% | +53.2% |
| 10Y | +144.4% | -31.5% | +175.9% | +139.7% |
| All | +387.6% | +472.5% | -85.0% | +218.4% |
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