+95.7%
EFV vs BMRN
-16.0%
+111.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.8% | -1.3% | +0.5% | -0.6% |
| 30D | +0.6% | -6.5% | +7.1% | +1.5% |
| 3M | +7.5% | +18.3% | -10.7% | +4.8% |
| 6M | +13.0% | +8.9% | +4.1% | +11.3% |
| YTD | +18.3% | +10.5% | +7.8% | +16.1% |
| 1Y | +26.7% | +17.5% | +9.3% | +22.8% |
| 3Y | +89.6% | -27.7% | +117.3% | +95.2% |
| All | +95.7% | -16.0% | +111.7% | +93.5% |
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