-33.5%
EL vs BMRN
-27.4%
-6.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.8% |
| 7D | -4.4% | -1.4% | -3.0% | -4.0% |
| 30D | +10.3% | -5.8% | +16.1% | +12.1% |
| 3M | +13.4% | +16.6% | -3.3% | +8.7% |
| 6M | +3.1% | +7.6% | -4.5% | +0.8% |
| YTD | -6.9% | +10.2% | -17.1% | -9.6% |
| 1Y | +11.9% | +20.2% | -8.3% | +5.7% |
| All | -33.5% | -27.4% | -6.1% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling