-60.4%
EOSE vs BMRN
-12.9%
-47.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.5% |
| 7D | +14.0% | -1.4% | +15.4% | +14.4% |
| 30D | -5.9% | -5.8% | -0.1% | -3.6% |
| 3M | -34.3% | +16.6% | -50.9% | -38.4% |
| 6M | -37.8% | +7.6% | -45.3% | -40.3% |
| YTD | -65.2% | +10.2% | -75.4% | -67.1% |
| 1Y | -41.9% | +20.2% | -62.1% | -47.6% |
| 3Y | +44.6% | -27.4% | +71.9% | +57.5% |
| 5Y | -69.2% | -16.0% | -53.2% | -67.5% |
| All | -60.4% | -12.9% | -47.5% | -55.3% |
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 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