+303.5%
EWY vs BMRN
-29.6%
+333.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +3.0% | +3.2% |
| 7D | -0.1% | -1.3% | +1.2% | +0.2% |
| 30D | +7.3% | -6.5% | +13.8% | +8.7% |
| 3M | -5.1% | +18.3% | -23.4% | -8.8% |
| 6M | +42.1% | +8.9% | +33.2% | +38.5% |
| YTD | +94.1% | +10.5% | +83.6% | +88.5% |
| 1Y | +147.8% | +17.5% | +130.4% | +136.2% |
| 3Y | +222.9% | -27.7% | +250.6% | +235.4% |
| 5Y | +150.6% | -15.8% | +166.4% | +146.2% |
| All | +303.5% | -29.6% | +333.1% | +302.1% |
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 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