+1,471.7%
ET vs BMRN
+464.0%
+1,007.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +0.6% | -3.8% | +4.5% | +1.6% |
| 30D | +5.3% | -6.5% | +11.8% | +6.9% |
| 3M | +15.6% | +11.2% | +4.4% | +12.4% |
| 6M | +20.6% | +5.8% | +14.8% | +18.0% |
| YTD | +38.5% | +8.4% | +30.2% | +34.4% |
| 1Y | +35.7% | +15.7% | +20.1% | +28.7% |
| 3Y | +98.4% | -28.6% | +126.9% | +106.8% |
| 5Y | +245.3% | -19.6% | +264.9% | +239.7% |
| 10Y | +173.7% | -31.5% | +205.2% | +161.8% |
| All | +1,471.7% | +464.0% | +1,007.7% | +834.6% |
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