-27.9%
ELF vs BMRN
+14.5%
-42.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -3.9% |
| 7D | -6.8% | -3.8% | -3.0% | -5.2% |
| 30D | +5.1% | -6.5% | +11.6% | +8.1% |
| 3M | +79.8% | +11.2% | +68.5% | +70.8% |
| 6M | +29.7% | +5.8% | +23.9% | +26.4% |
| YTD | +31.6% | +8.4% | +23.2% | +27.3% |
| 1Y | -27.9% | +15.7% | -43.6% | -33.2% |
| All | -27.9% | +14.5% | -42.4% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling