+573.9%
EWT vs BMRN
+263.9%
+310.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.8% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | +4.8% | -5.8% | +10.6% | +5.8% |
| 3M | +11.1% | +16.6% | -5.5% | +8.0% |
| 6M | +54.6% | +7.6% | +47.0% | +51.8% |
| YTD | +71.4% | +10.2% | +61.2% | +67.5% |
| 1Y | +82.1% | +20.2% | +61.9% | +74.6% |
| 3Y | +193.2% | -27.4% | +220.6% | +201.5% |
| 5Y | +146.1% | -16.0% | +162.1% | +143.7% |
| 10Y | +505.0% | -30.3% | +535.3% | +489.9% |
| All | +573.9% | +263.9% | +310.0% | +283.0% |
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 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