-65.3%
EL vs BMRN
-30.6%
-34.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | +1.5% | +2.1% | -0.6% | +0.8% |
| 30D | +10.0% | +3.8% | +6.2% | +8.7% |
| 3M | +28.4% | -16.5% | +44.9% | +36.2% |
| 6M | +37.1% | +6.9% | +30.2% | +33.5% |
| YTD | +7.8% | -3.7% | +11.5% | +8.6% |
| 1Y | +26.0% | +5.6% | +20.5% | +22.4% |
| 3Y | +3.8% | -31.4% | +35.2% | +12.6% |
| All | -65.3% | -30.6% | -34.7% | -64.1% |
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