+975.0%
EFX vs BMRN
+383.8%
+591.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | -9.4% | -3.8% | -5.6% | -8.9% |
| 30D | -6.9% | -6.5% | -0.4% | -6.1% |
| 3M | +0.1% | +11.2% | -11.1% | -1.3% |
| 6M | -17.3% | +5.8% | -23.1% | -18.1% |
| YTD | -21.8% | +8.4% | -30.2% | -22.9% |
| 1Y | -32.5% | +15.7% | -48.2% | -34.2% |
| 3Y | -12.3% | -28.6% | +16.2% | -9.7% |
| 5Y | -36.6% | -19.6% | -17.0% | -36.1% |
| 10Y | +41.0% | -31.5% | +72.5% | +40.4% |
| All | +975.0% | +383.8% | +591.1% | +738.4% |
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