+822.3%
ES vs BMRN
+399.8%
+422.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.3% | +2.9% | -2.6% | +0.1% |
| 30D | -2.0% | +11.0% | -13.0% | -2.8% |
| 3M | +1.7% | +17.8% | -16.1% | +0.3% |
| 6M | -3.5% | +10.1% | -13.6% | -4.5% |
| YTD | +7.9% | +11.9% | -4.0% | +6.7% |
| 1Y | +17.2% | +17.2% | -0.1% | +15.2% |
| 3Y | +29.3% | -28.5% | +57.8% | +31.3% |
| 5Y | -5.7% | -21.7% | +15.9% | -5.6% |
| 10Y | +85.2% | -30.5% | +115.7% | +82.9% |
| All | +822.3% | +399.8% | +422.6% | +639.5% |
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