+198.7%
EWJ vs BMRN
+383.8%
-185.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | +1.0% | -3.8% | +4.8% | +1.5% |
| 30D | +1.0% | -6.5% | +7.5% | +1.8% |
| 3M | +7.2% | +11.2% | -4.0% | +5.6% |
| 6M | +13.9% | +5.8% | +8.1% | +12.7% |
| YTD | +20.8% | +8.4% | +12.4% | +19.0% |
| 1Y | +26.4% | +15.7% | +10.7% | +23.2% |
| 3Y | +71.8% | -28.6% | +100.3% | +75.9% |
| 5Y | +49.9% | -19.6% | +69.5% | +49.8% |
| 10Y | +140.0% | -31.5% | +171.5% | +136.0% |
| All | +198.7% | +383.8% | -185.2% | +111.9% |
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