+1,828.1%
ETR vs BMRN
+383.8%
+1,444.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | +0.4% | -3.8% | +4.2% | +0.6% |
| 30D | +2.0% | -6.5% | +8.5% | +2.5% |
| 3M | -1.7% | +11.2% | -12.9% | -2.4% |
| 6M | +3.6% | +5.8% | -2.2% | +3.0% |
| YTD | +18.0% | +8.4% | +9.7% | +17.2% |
| 1Y | +26.2% | +15.7% | +10.6% | +24.5% |
| 3Y | +148.0% | -28.6% | +176.6% | +150.9% |
| 5Y | +126.1% | -19.6% | +145.7% | +125.7% |
| 10Y | +302.3% | -31.5% | +333.8% | +298.5% |
| All | +1,828.1% | +383.8% | +1,444.3% | +1,489.5% |
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 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