+782.9%
ENTG vs BMRN
-29.6%
+812.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +1.2% | -1.3% | +2.5% | +1.6% |
| 30D | -12.9% | -6.5% | -6.4% | -10.9% |
| 3M | -3.1% | +18.3% | -21.3% | -9.8% |
| 6M | +21.0% | +8.9% | +12.1% | +15.5% |
| YTD | +67.0% | +10.5% | +56.5% | +58.2% |
| 1Y | +68.6% | +17.5% | +51.2% | +54.5% |
| 3Y | +48.6% | -27.7% | +76.3% | +59.1% |
| 5Y | +18.6% | -15.8% | +34.4% | +19.1% |
| All | +782.9% | -29.6% | +812.6% | +736.2% |
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