+286.6%
ELF vs BMRN
-38.2%
+324.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -3.4% |
| 7D | +3.4% | +1.0% | +2.3% | +3.1% |
| 30D | +5.0% | +4.3% | +0.7% | +3.8% |
| 3M | +22.6% | -19.3% | +41.9% | +29.5% |
| 6M | +104.0% | +7.2% | +96.7% | +98.9% |
| YTD | +49.3% | -4.6% | +53.9% | +50.3% |
| 1Y | +46.0% | +2.5% | +43.5% | +43.9% |
| 3Y | +19.4% | -32.5% | +51.9% | +28.4% |
| 5Y | +262.0% | -30.6% | +292.6% | +279.6% |
| All | +286.6% | -38.2% | +324.8% | +296.9% |
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