+347.0%
EWZ vs BMRN
+169.2%
+177.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.4% |
| 7D | +0.1% | +1.0% | -1.0% | -0.2% |
| 30D | -25.9% | +4.3% | -30.1% | -26.6% |
| 3M | -6.1% | -19.3% | +13.1% | -1.9% |
| 6M | -16.1% | +7.2% | -23.3% | -18.0% |
| YTD | +1.0% | -4.6% | +5.6% | +1.1% |
| 1Y | 0.0% | +2.5% | -2.5% | -1.9% |
| 3Y | +16.8% | -32.5% | +49.3% | +23.1% |
| 5Y | +52.1% | -30.6% | +82.7% | +56.2% |
| 10Y | +63.6% | -38.0% | +101.6% | +65.7% |
| All | +347.0% | +169.2% | +177.8% | +142.1% |
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 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