+14,096.3%
EME vs BMRN
+392.1%
+13,704.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +0.9% | -1.4% | +2.3% | +1.2% |
| 30D | -8.4% | -5.8% | -2.6% | -7.5% |
| 3M | -3.6% | +16.6% | -20.2% | -6.7% |
| 6M | +3.6% | +7.6% | -4.0% | +1.4% |
| YTD | +22.5% | +10.2% | +12.3% | +19.3% |
| 1Y | +18.2% | +20.2% | -2.0% | +12.7% |
| 3Y | +238.4% | -27.4% | +265.7% | +247.2% |
| 5Y | +550.5% | -16.0% | +566.5% | +540.9% |
| 10Y | +1,295.3% | -30.3% | +1,325.6% | +1,261.7% |
| All | +14,096.3% | +392.1% | +13,704.2% | +9,172.3% |
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