-5.1%
ES vs BMRN
-16.8%
+11.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | -1.2% | +1.3% | -2.4% | -1.4% |
| 3M | +5.0% | +14.3% | -9.3% | +3.1% |
| 6M | -2.8% | +5.7% | -8.6% | -3.8% |
| YTD | +8.6% | +8.7% | -0.2% | +7.0% |
| 1Y | +18.9% | +14.6% | +4.3% | +16.1% |
| 3Y | +32.1% | -28.3% | +60.5% | +35.2% |
| 5Y | -5.1% | -15.7% | +10.7% | -3.7% |
| All | -5.1% | -16.8% | +11.8% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling