+297.3%
ESI vs BMRN
-29.6%
+326.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.6% | -1.3% | -3.4% | -4.3% |
| 30D | -10.5% | -6.5% | -4.0% | -8.8% |
| 3M | -19.8% | +18.3% | -38.1% | -24.4% |
| 6M | +5.8% | +8.9% | -3.1% | +1.9% |
| YTD | +38.3% | +10.5% | +27.8% | +32.4% |
| 1Y | +31.5% | +17.5% | +14.0% | +22.6% |
| 3Y | +80.7% | -27.7% | +108.4% | +91.3% |
| 5Y | +69.4% | -15.8% | +85.2% | +66.3% |
| All | +297.3% | -29.6% | +326.9% | +261.3% |
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 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