+928.4%
EMR vs BMRN
+385.5%
+542.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | 0.0% |
| 7D | +3.1% | -0.3% | +3.4% | +3.1% |
| 30D | -3.5% | +1.3% | -4.8% | -3.8% |
| 3M | +9.8% | +14.3% | -4.5% | +7.2% |
| 6M | +10.8% | +5.7% | +5.0% | +9.4% |
| YTD | +15.9% | +8.7% | +7.2% | +13.8% |
| 1Y | +16.4% | +14.6% | +1.8% | +13.0% |
| 3Y | +62.1% | -28.3% | +90.4% | +67.1% |
| 5Y | +62.9% | -15.7% | +78.7% | +61.5% |
| 10Y | +267.8% | -33.7% | +301.4% | +266.3% |
| All | +928.4% | +385.5% | +542.9% | +534.6% |
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