+143.6%
ETR vs BMRN
-27.2%
+170.8%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -1.8% | -1.3% | -0.5% | -1.8% |
| 30D | -1.8% | -6.5% | +4.7% | -1.4% |
| 3M | -3.6% | +18.3% | -21.8% | -4.5% |
| 6M | +2.6% | +8.9% | -6.3% | +2.1% |
| YTD | +16.0% | +10.5% | +5.5% | +15.3% |
| 1Y | +20.1% | +17.5% | +2.7% | +18.8% |
| 3Y | +143.6% | -27.7% | +171.3% | +147.0% |
| All | +143.6% | -27.2% | +170.8% | +147.0% |
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