+570.7%
EME vs BMRN
-16.0%
+586.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.1% | +4.3% |
| 7D | +3.5% | -1.3% | +4.8% | +3.7% |
| 30D | -6.3% | -6.5% | +0.2% | -5.6% |
| 3M | -3.8% | +18.3% | -22.0% | -6.2% |
| 6M | +8.5% | +8.9% | -0.4% | +6.9% |
| YTD | +27.8% | +10.5% | +17.3% | +25.5% |
| 1Y | +22.2% | +17.5% | +4.7% | +18.5% |
| 3Y | +253.5% | -27.7% | +281.2% | +266.0% |
| All | +570.7% | -16.0% | +586.7% | +515.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling