+1.9%
ES vs BMRN
-30.4%
+32.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.9% | +2.6% | -1.8% | +0.5% |
| 30D | +5.9% | +4.3% | +1.7% | +5.3% |
| 3M | -1.0% | -17.1% | +16.0% | +1.3% |
| 6M | +7.2% | +5.7% | +1.5% | +6.0% |
| YTD | +7.0% | -3.9% | +10.8% | +7.0% |
| 1Y | +0.5% | +8.5% | -8.0% | -1.4% |
| 3Y | +48.7% | -32.0% | +80.6% | +53.6% |
| 5Y | +1.9% | -29.9% | +31.9% | +5.2% |
| All | +1.9% | -30.4% | +32.3% | +5.2% |
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