-23.3%
ELF vs BMRN
-28.8%
+5.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.9% |
| 7D | -1.2% | -0.3% | -0.8% | -1.0% |
| 30D | +5.9% | +1.3% | +4.6% | +5.2% |
| 3M | +99.5% | +14.3% | +85.2% | +89.9% |
| 6M | +26.5% | +5.7% | +20.8% | +23.4% |
| YTD | +37.2% | +8.7% | +28.4% | +32.6% |
| 1Y | -24.4% | +14.6% | -39.0% | -28.4% |
| 3Y | -23.3% | -28.3% | +5.0% | -17.5% |
| All | -23.3% | -28.8% | +5.5% | -17.5% |
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