+1,497.3%
EQT vs BMRN
+392.1%
+1,105.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | -1.2% | -1.4% | +0.2% | -1.0% |
| 30D | +1.1% | -5.8% | +6.9% | +1.8% |
| 3M | +4.8% | +16.6% | -11.8% | +2.6% |
| 6M | -10.6% | +7.6% | -18.2% | -11.8% |
| YTD | +3.4% | +10.2% | -6.8% | +1.6% |
| 1Y | +8.7% | +20.2% | -11.5% | +5.3% |
| 3Y | +35.0% | -27.4% | +62.3% | +37.9% |
| 5Y | +204.2% | -16.0% | +220.2% | +201.8% |
| 10Y | +52.5% | -30.3% | +82.8% | +49.8% |
| All | +1,497.3% | +392.1% | +1,105.2% | +1,115.7% |
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