+313.8%
ELF vs BMRN
-32.1%
+346.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | +5.4% | +2.9% | +2.5% | +4.6% |
| 30D | +27.0% | +11.0% | +15.9% | +23.5% |
| 3M | +113.2% | +17.8% | +95.4% | +104.1% |
| 6M | +36.6% | +10.1% | +26.5% | +32.8% |
| YTD | +44.2% | +11.9% | +32.3% | +39.6% |
| 1Y | -18.0% | +17.2% | -35.2% | -21.6% |
| 3Y | -19.9% | -28.5% | +8.6% | -15.8% |
| 5Y | +257.7% | -21.7% | +279.4% | +262.1% |
| All | +313.8% | -32.1% | +346.0% | +268.6% |
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