+3,133.8%
ENB vs BMRN
+385.5%
+2,748.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.6% | +1.0% |
| 7D | -0.5% | -0.3% | -0.1% | -0.5% |
| 30D | -0.2% | +1.3% | -1.5% | -0.4% |
| 3M | -7.5% | +14.3% | -21.8% | -8.7% |
| 6M | -4.1% | +5.7% | -9.9% | -4.9% |
| YTD | +9.8% | +8.7% | +1.1% | +8.6% |
| 1Y | +8.7% | +14.6% | -5.9% | +6.8% |
| 3Y | +79.0% | -28.3% | +107.3% | +81.6% |
| 5Y | +69.1% | -15.7% | +84.8% | +67.9% |
| 10Y | +96.5% | -33.7% | +130.2% | +95.4% |
| All | +3,133.8% | +385.5% | +2,748.4% | +2,934.5% |
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