+7,692.7%
EW vs BMRN
+120.1%
+7,572.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.1% |
| 7D | +4.9% | +2.1% | +2.8% | +4.6% |
| 30D | +23.9% | +3.8% | +20.2% | +23.2% |
| 3M | +15.8% | -16.5% | +32.3% | +18.8% |
| 6M | +31.7% | +6.9% | +24.8% | +30.0% |
| YTD | +25.7% | -3.7% | +29.4% | +25.8% |
| 1Y | +24.4% | +5.6% | +18.9% | +22.5% |
| 3Y | +65.9% | -31.4% | +97.2% | +71.9% |
| 5Y | -7.6% | -30.0% | +22.3% | -5.3% |
| 10Y | +253.2% | -37.4% | +290.6% | +256.2% |
| All | +7,692.7% | +120.1% | +7,572.6% | +5,417.1% |
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