+101.9%
EQH vs BMRN
-16.0%
+117.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +0.7% | -1.3% | +2.0% | +1.1% |
| 30D | +2.8% | -6.5% | +9.3% | +4.6% |
| 3M | +23.1% | +18.3% | +4.8% | +17.3% |
| 6M | +41.4% | +8.9% | +32.5% | +37.3% |
| YTD | +14.3% | +10.5% | +3.7% | +10.3% |
| 1Y | +1.6% | +17.5% | -15.9% | -4.2% |
| 3Y | +102.7% | -27.7% | +130.4% | +115.6% |
| All | +101.9% | -16.0% | +117.9% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling