+101.2%
ET vs BMRN
-27.4%
+128.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +1.4% | -1.4% | +2.7% | +1.5% |
| 30D | +4.6% | -5.8% | +10.4% | +5.1% |
| 3M | +16.0% | +16.6% | -0.6% | +14.5% |
| 6M | +22.8% | +7.6% | +15.2% | +22.1% |
| YTD | +38.9% | +10.2% | +28.6% | +37.6% |
| 1Y | +34.1% | +20.2% | +13.9% | +31.3% |
| All | +101.2% | -27.4% | +128.5% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling