+432.5%
EWZ vs BMRN
+215.9%
+216.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +6.5% | +2.9% | +3.6% | +5.9% |
| 30D | +4.8% | +11.0% | -6.2% | +2.3% |
| 3M | +9.9% | +17.8% | -7.9% | +5.7% |
| 6M | +1.9% | +10.1% | -8.1% | -0.8% |
| YTD | +20.3% | +11.9% | +8.4% | +16.5% |
| 1Y | +35.6% | +17.2% | +18.4% | +29.2% |
| 3Y | +43.4% | -28.5% | +71.9% | +49.1% |
| 5Y | +55.9% | -21.7% | +77.6% | +55.8% |
| 10Y | +84.2% | -30.5% | +114.7% | +81.6% |
| All | +432.5% | +215.9% | +216.7% | +178.9% |
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