+225.0%
EQH vs BMRN
-26.3%
+251.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | +23.1% | +18.3% | +4.8% | +15.9% |
| 6M | +41.4% | +8.9% | +32.5% | +36.2% |
| YTD | +14.3% | +10.5% | +3.7% | +9.2% |
| 1Y | +1.6% | +17.5% | -15.9% | -5.8% |
| 3Y | +102.7% | -27.7% | +130.4% | +116.9% |
| 5Y | +104.5% | -15.8% | +120.3% | +100.6% |
| All | +225.0% | -26.3% | +251.3% | +192.6% |
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