+190.4%
ETN vs BMRN
-16.0%
+206.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +3.5% | -1.3% | +4.8% | +3.7% |
| 30D | -7.5% | -6.5% | -1.0% | -6.6% |
| 3M | +8.3% | +18.3% | -9.9% | +5.1% |
| 6M | +20.2% | +8.9% | +11.3% | +18.0% |
| YTD | +34.7% | +10.5% | +24.2% | +31.7% |
| 1Y | +19.4% | +17.5% | +2.0% | +15.1% |
| 3Y | +85.5% | -27.7% | +113.2% | +92.9% |
| All | +190.4% | -16.0% | +206.5% | +184.6% |
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 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