+24.4%
EL vs BMRN
-29.6%
+54.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -6.5% | -1.3% | -5.2% | -6.2% |
| 30D | +11.1% | -6.5% | +17.6% | +13.2% |
| 3M | +10.7% | +18.3% | -7.5% | +5.7% |
| 6M | +6.9% | +8.9% | -2.0% | +4.0% |
| YTD | -6.3% | +10.5% | -16.8% | -9.2% |
| 1Y | +13.5% | +17.5% | -4.0% | +7.5% |
| 3Y | -33.1% | -27.7% | -5.3% | -29.6% |
| 5Y | -68.8% | -15.8% | -53.0% | -68.7% |
| All | +24.4% | -29.6% | +54.0% | +19.6% |
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 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