+466.2%
EL vs BMRN
+399.8%
+66.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | +0.8% | +2.9% | -2.1% | +0.4% |
| 30D | +19.8% | +11.0% | +8.8% | +18.3% |
| 3M | +25.7% | +17.8% | +7.9% | +23.1% |
| 6M | +5.4% | +10.1% | -4.6% | +4.0% |
| YTD | +0.2% | +11.9% | -11.7% | -1.3% |
| 1Y | +20.4% | +17.2% | +3.2% | +17.6% |
| 3Y | -32.1% | -28.5% | -3.6% | -30.3% |
| 5Y | -67.2% | -21.7% | -45.5% | -66.8% |
| 10Y | +31.7% | -30.5% | +62.3% | +31.7% |
| All | +466.2% | +399.8% | +66.4% | +339.0% |
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 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