-27.0%
ETHA vs BMRN
-23.0%
-4.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +3.0% | +3.1% |
| 7D | +3.5% | -1.3% | +4.7% | +3.9% |
| 30D | +35.3% | -6.5% | +41.8% | +38.3% |
| 3M | +50.9% | +18.3% | +32.6% | +40.4% |
| 6M | +22.1% | +8.9% | +13.2% | +17.1% |
| YTD | -14.6% | +10.5% | -25.1% | -19.3% |
| 1Y | -42.8% | +17.5% | -60.3% | -47.9% |
| All | -27.0% | -23.0% | -4.0% | -23.5% |
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