+67.6%
EWZ vs BMRN
-16.8%
+84.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.8% | +2.4% |
| 7D | +5.6% | -0.3% | +5.9% | +5.6% |
| 30D | +9.3% | +1.3% | +8.0% | +8.9% |
| 3M | +15.7% | +14.3% | +1.4% | +13.0% |
| 6M | +7.4% | +5.7% | +1.7% | +6.1% |
| YTD | +22.7% | +8.7% | +13.9% | +20.5% |
| 1Y | +36.4% | +14.6% | +21.8% | +32.3% |
| 3Y | +50.4% | -28.3% | +78.7% | +55.7% |
| 5Y | +67.6% | -15.7% | +83.4% | +68.7% |
| All | +67.6% | -16.8% | +84.5% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling