+208.0%
ESI vs BMRN
-2.4%
+210.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -5.0% |
| 7D | -2.3% | -1.4% | -0.9% | -1.9% |
| 30D | -9.0% | -5.8% | -3.2% | -7.4% |
| 3M | -13.3% | +16.6% | -29.9% | -18.1% |
| 6M | +5.3% | +7.6% | -2.3% | +1.7% |
| YTD | +37.6% | +10.2% | +27.4% | +31.7% |
| 1Y | +33.6% | +20.2% | +13.4% | +23.3% |
| 3Y | +75.8% | -27.4% | +103.1% | +86.0% |
| 5Y | +68.6% | -16.0% | +84.6% | +65.7% |
| 10Y | +301.8% | -30.3% | +332.1% | +279.8% |
| All | +208.0% | -2.4% | +210.4% | +196.3% |
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