+20.0%
ELF vs BMRN
-33.2%
+53.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.0% |
| 7D | +7.8% | -0.5% | +8.3% | +8.0% |
| 30D | +9.3% | +4.3% | +4.9% | +7.5% |
| 3M | +21.2% | -10.4% | +31.6% | +25.5% |
| 6M | +96.1% | +5.8% | +90.3% | +89.9% |
| YTD | +57.0% | -3.8% | +60.7% | +57.9% |
| 1Y | +61.9% | +11.1% | +50.7% | +53.4% |
| 3Y | +20.0% | -31.7% | +51.7% | +21.0% |
| All | +20.0% | -33.2% | +53.2% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling