+414.9%
EIX vs BMRN
+399.8%
+15.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -19.1% | +2.9% | -22.0% | -19.4% |
| 30D | -16.9% | +11.0% | -28.0% | -17.8% |
| 3M | -20.0% | +17.8% | -37.8% | -21.3% |
| 6M | -21.3% | +10.1% | -31.4% | -22.2% |
| YTD | -1.7% | +11.9% | -13.7% | -3.1% |
| 1Y | +9.6% | +17.2% | -7.7% | +7.3% |
| 3Y | -3.7% | -28.5% | +24.8% | -2.0% |
| 5Y | +22.6% | -21.7% | +44.3% | +22.7% |
| 10Y | +17.7% | -30.5% | +48.2% | +16.1% |
| All | +414.9% | +399.8% | +15.2% | +277.6% |
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