+347.0%
ELF vs BMRN
-40.5%
+387.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.6% |
| 7D | +4.3% | +2.1% | +2.2% | +3.7% |
| 30D | +7.7% | +5.3% | +2.4% | +6.3% |
| 3M | +24.7% | -16.1% | +40.8% | +30.2% |
| 6M | +114.6% | +10.9% | +103.7% | +107.7% |
| YTD | +55.8% | -1.9% | +57.6% | +55.7% |
| 1Y | +51.9% | +6.2% | +45.7% | +48.5% |
| 3Y | +24.6% | -30.5% | +55.1% | +32.6% |
| 5Y | +279.2% | -28.4% | +307.6% | +294.0% |
| 10Y | +338.7% | -36.2% | +375.0% | +339.3% |
| All | +347.0% | -40.5% | +387.5% | +311.0% |
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 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