+513.6%
EWT vs BMRN
-29.6%
+543.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | -1.1% | -1.3% | +0.1% | -0.9% |
| 30D | +4.5% | -6.5% | +10.9% | +5.7% |
| 3M | +8.3% | +18.3% | -10.0% | +4.5% |
| 6M | +54.2% | +8.9% | +45.3% | +50.8% |
| YTD | +74.6% | +10.5% | +64.1% | +70.0% |
| 1Y | +84.9% | +17.5% | +67.4% | +77.2% |
| 3Y | +197.5% | -27.7% | +225.2% | +208.1% |
| 5Y | +150.6% | -15.8% | +166.4% | +147.0% |
| All | +513.6% | -29.6% | +543.2% | +512.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling