+238.8%
EQX vs BMRN
-20.0%
+258.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -3.2% | -1.3% | -1.9% | -3.0% |
| 30D | +7.8% | -6.5% | +14.3% | +9.0% |
| 3M | +21.3% | +18.3% | +3.1% | +17.5% |
| 6M | -22.4% | +8.9% | -31.3% | -23.8% |
| YTD | -11.3% | +10.5% | -21.8% | -13.1% |
| 1Y | +13.5% | +17.5% | -4.0% | +9.8% |
| 3Y | +162.1% | -27.7% | +189.9% | +170.1% |
| 5Y | +84.2% | -15.8% | +100.0% | +84.7% |
| All | +238.8% | -20.0% | +258.8% | +266.7% |
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