+699.9%
EXC vs BMRN
+329.9%
+370.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.3% |
| 7D | +1.4% | +2.1% | -0.8% | +1.2% |
| 30D | +8.6% | +3.8% | +4.8% | +8.3% |
| 3M | +2.4% | -16.5% | +18.9% | +3.7% |
| 6M | +6.5% | +6.9% | -0.4% | +5.7% |
| YTD | +9.0% | -3.7% | +12.7% | +9.0% |
| 1Y | +4.6% | +5.6% | -1.0% | +3.7% |
| 3Y | +33.5% | -31.4% | +64.9% | +35.8% |
| 5Y | +41.4% | -30.0% | +71.4% | +42.7% |
| 10Y | +204.3% | -37.4% | +241.7% | +204.0% |
| All | +699.9% | +329.9% | +370.0% | +584.0% |
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