-65.8%
ETSY vs BMRN
-16.0%
-49.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.5% |
| 7D | -4.9% | -1.3% | -3.6% | -4.4% |
| 30D | -8.6% | -6.5% | -2.1% | -6.2% |
| 3M | +4.8% | +18.3% | -13.5% | -3.3% |
| 6M | +38.1% | +8.9% | +29.2% | +31.3% |
| YTD | +31.2% | +10.5% | +20.7% | +23.6% |
| 1Y | +22.1% | +17.5% | +4.6% | +11.0% |
| 3Y | +12.2% | -27.7% | +40.0% | +24.3% |
| All | -65.8% | -16.0% | -49.8% | -64.5% |
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 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