+18.0%
EIX vs BMRN
-29.6%
+47.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | -19.3% | -6.5% | -12.8% | -18.6% |
| 3M | -21.7% | +18.3% | -39.9% | -23.8% |
| 6M | -19.8% | +8.9% | -28.7% | -21.2% |
| YTD | -3.0% | +10.5% | -13.6% | -5.1% |
| 1Y | +5.1% | +17.5% | -12.4% | +1.6% |
| 3Y | -7.0% | -27.7% | +20.7% | -4.6% |
| 5Y | +22.0% | -15.8% | +37.8% | +20.5% |
| All | +18.0% | -29.6% | +47.6% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling