+97.3%
ES vs BMRN
-37.6%
+135.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +2.7% | +2.1% | +0.6% | +2.4% |
| 30D | +7.6% | +3.8% | +3.8% | +7.0% |
| 3M | +0.5% | -16.5% | +17.0% | +2.7% |
| 6M | +7.6% | +6.9% | +0.7% | +6.3% |
| YTD | +10.2% | -3.7% | +13.9% | +10.2% |
| 1Y | +1.8% | +5.6% | -3.7% | +0.4% |
| 3Y | +55.4% | -31.4% | +86.8% | +60.2% |
| 5Y | +7.3% | -30.0% | +37.3% | +9.2% |
| All | +97.3% | -37.6% | +135.0% | +95.7% |
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 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