+45.7%
EXC vs BMRN
-18.1%
+63.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | +0.3% | -3.8% | +4.2% | +0.6% |
| 30D | -0.9% | -6.5% | +5.6% | -0.3% |
| 3M | -2.7% | +11.2% | -13.9% | -3.7% |
| 6M | -9.4% | +5.8% | -15.2% | -10.0% |
| YTD | +3.0% | +8.4% | -5.3% | +2.0% |
| 1Y | +5.1% | +15.7% | -10.5% | +3.3% |
| 3Y | +20.6% | -28.6% | +49.2% | +24.0% |
| 5Y | +45.7% | -19.6% | +65.3% | +45.9% |
| All | +45.7% | -18.1% | +63.8% | +45.9% |
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 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