+44.2%
EOSE vs BMRN
-27.2%
+71.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +1.8% | -1.3% | +3.1% | +1.9% |
| 30D | -6.8% | -6.5% | -0.3% | -6.1% |
| 3M | -36.3% | +18.3% | -54.5% | -37.5% |
| 6M | -38.8% | +8.9% | -47.6% | -39.5% |
| YTD | -65.5% | +10.5% | -76.0% | -66.1% |
| 1Y | -45.3% | +17.5% | -62.8% | -47.0% |
| 3Y | +44.2% | -27.7% | +71.9% | +65.5% |
| All | +44.2% | -27.2% | +71.3% | +65.5% |
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 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