+409.3%
EQNR vs BMRN
-29.6%
+438.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | +6.4% | -1.3% | +7.7% | +6.7% |
| 30D | +10.4% | -6.5% | +16.8% | +11.6% |
| 3M | +23.1% | +18.3% | +4.8% | +19.1% |
| 6M | +36.3% | +8.9% | +27.4% | +33.2% |
| YTD | +96.0% | +10.5% | +85.5% | +90.6% |
| 1Y | +94.2% | +17.5% | +76.7% | +85.7% |
| 3Y | +75.3% | -27.7% | +103.0% | +81.5% |
| 5Y | +187.2% | -15.8% | +203.0% | +177.9% |
| All | +409.3% | -29.6% | +438.9% | +372.5% |
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 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