+1,250.3%
EWY vs BMRN
+222.1%
+1,028.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +6.7% | -3.8% | +10.5% | +7.5% |
| 30D | +17.0% | -6.5% | +23.4% | +18.4% |
| 3M | +3.7% | +11.2% | -7.6% | +1.1% |
| 6M | +42.5% | +5.8% | +36.7% | +39.9% |
| YTD | +96.2% | +8.4% | +87.9% | +91.6% |
| 1Y | +160.4% | +15.7% | +144.7% | +149.8% |
| 3Y | +231.7% | -28.6% | +260.3% | +242.9% |
| 5Y | +153.3% | -19.6% | +172.9% | +152.2% |
| 10Y | +308.8% | -31.5% | +340.3% | +298.8% |
| All | +1,250.3% | +222.1% | +1,028.3% | +638.0% |
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