+118.9%
EOG vs BMRN
-29.6%
+148.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +1.5% | -1.3% | +2.8% | +1.8% |
| 30D | +2.9% | -6.5% | +9.4% | +4.4% |
| 3M | +8.7% | +18.3% | -9.5% | +4.6% |
| 6M | +12.9% | +8.9% | +4.0% | +10.0% |
| YTD | +43.8% | +10.5% | +33.3% | +39.3% |
| 1Y | +27.1% | +17.5% | +9.6% | +20.5% |
| 3Y | +25.9% | -27.7% | +53.6% | +31.0% |
| 5Y | +177.9% | -15.8% | +193.7% | +167.4% |
| All | +118.9% | -29.6% | +148.5% | +101.4% |
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 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