+63.6%
EMR vs BMRN
-18.8%
+82.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.6% |
| 7D | -1.2% | -1.4% | +0.2% | -1.0% |
| 30D | -9.4% | -5.8% | -3.6% | -8.5% |
| 3M | +8.6% | +16.6% | -8.0% | +5.4% |
| 6M | +6.7% | +7.6% | -0.9% | +4.8% |
| YTD | +13.1% | +10.2% | +2.8% | +10.5% |
| 1Y | +12.7% | +20.2% | -7.5% | +8.1% |
| 3Y | +58.1% | -27.4% | +85.4% | +62.4% |
| 5Y | +63.6% | -16.0% | +79.6% | +61.4% |
| All | +63.6% | -18.8% | +82.4% | +61.4% |
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