+252.7%
EFV vs BMRN
+704.1%
-451.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.5% | -3.8% | +3.3% | +0.3% |
| 30D | 0.0% | -6.5% | +6.5% | +1.4% |
| 3M | +8.4% | +11.2% | -2.8% | +5.6% |
| 6M | +12.3% | +5.8% | +6.5% | +10.2% |
| YTD | +17.4% | +8.4% | +9.0% | +14.4% |
| 1Y | +27.1% | +15.7% | +11.5% | +21.3% |
| 3Y | +90.7% | -28.6% | +119.3% | +98.3% |
| 5Y | +95.6% | -19.6% | +115.2% | +93.8% |
| 10Y | +165.3% | -31.5% | +196.8% | +153.8% |
| All | +252.7% | +704.1% | -451.4% | +66.9% |
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