+242.5%
ET vs BMRN
-16.0%
+258.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.2% | -1.3% | +1.5% | +0.4% |
| 30D | +2.9% | -6.5% | +9.4% | +3.6% |
| 3M | +16.8% | +18.3% | -1.5% | +14.6% |
| 6M | +18.9% | +8.9% | +10.0% | +17.6% |
| YTD | +37.7% | +10.5% | +27.2% | +35.8% |
| 1Y | +32.4% | +17.5% | +15.0% | +29.3% |
| 3Y | +99.5% | -27.7% | +127.2% | +104.0% |
| All | +242.5% | -16.0% | +258.5% | +241.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling