+273.0%
EMR vs BMRN
-29.6%
+302.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | -6.8% | -6.5% | -0.3% | -5.3% |
| 3M | +7.5% | +18.3% | -10.8% | +2.7% |
| 6M | +9.9% | +8.9% | +1.0% | +6.9% |
| YTD | +16.0% | +10.5% | +5.5% | +12.2% |
| 1Y | +12.4% | +17.5% | -5.0% | +6.5% |
| 3Y | +60.2% | -27.7% | +88.0% | +67.6% |
| 5Y | +67.9% | -15.8% | +83.6% | +63.4% |
| All | +273.0% | -29.6% | +302.6% | +239.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling