+70.1%
ENB vs BMRN
-27.4%
+97.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.6% | -3.9% |
| 7D | -4.6% | -1.4% | -3.2% | -4.5% |
| 30D | -5.2% | -5.8% | +0.6% | -5.1% |
| 3M | -13.4% | +16.6% | -30.0% | -13.7% |
| 6M | -7.8% | +7.6% | -15.4% | -7.9% |
| YTD | +4.9% | +10.2% | -5.3% | +4.7% |
| 1Y | +3.2% | +20.2% | -17.0% | +2.5% |
| All | +70.1% | -27.4% | +97.5% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling