+509.2%
EL vs BMRN
+329.9%
+179.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +1.5% | +2.1% | -0.6% | +1.3% |
| 30D | +10.0% | +3.8% | +6.2% | +9.5% |
| 3M | +28.4% | -16.5% | +44.9% | +31.4% |
| 6M | +37.1% | +6.9% | +30.2% | +35.7% |
| YTD | +7.8% | -3.7% | +11.5% | +8.2% |
| 1Y | +26.0% | +5.6% | +20.5% | +24.7% |
| 3Y | +3.8% | -31.4% | +35.2% | +7.6% |
| 5Y | -65.2% | -30.0% | -35.2% | -64.2% |
| 10Y | +62.1% | -37.4% | +99.6% | +64.6% |
| All | +509.2% | +329.9% | +179.3% | +381.2% |
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