+23.7%
EIX vs BMRN
-18.8%
+42.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | +0.8% | -1.4% | +2.2% | +0.9% |
| 30D | -18.8% | -5.8% | -13.0% | -18.3% |
| 3M | -19.7% | +16.6% | -36.3% | -21.4% |
| 6M | -18.2% | +7.6% | -25.8% | -19.3% |
| YTD | -1.7% | +10.2% | -12.0% | -3.5% |
| 1Y | +7.8% | +20.2% | -12.5% | +4.3% |
| 3Y | -5.6% | -27.4% | +21.7% | -3.9% |
| 5Y | +23.7% | -16.0% | +39.7% | +24.0% |
| All | +23.7% | -18.8% | +42.4% | +24.0% |
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