+834.5%
ES vs BMRN
+325.9%
+508.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.1% |
| 7D | -1.1% | +1.0% | -2.1% | -1.2% |
| 30D | +8.2% | +4.3% | +3.9% | +7.8% |
| 3M | +0.6% | -19.3% | +19.9% | +2.2% |
| 6M | +6.0% | +7.2% | -1.2% | +5.2% |
| YTD | +9.3% | -4.6% | +13.9% | +9.4% |
| 1Y | +1.1% | +2.5% | -1.4% | +0.5% |
| 3Y | +51.9% | -32.5% | +84.4% | +55.1% |
| 5Y | +6.5% | -30.6% | +37.1% | +7.7% |
| 10Y | +94.8% | -38.0% | +132.8% | +94.3% |
| All | +834.5% | +325.9% | +508.6% | +658.3% |
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