+169.7%
EXE vs BMRN
-23.9%
+193.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -3.1% | -1.3% | -1.9% | -3.0% |
| 30D | -0.9% | -6.5% | +5.6% | -0.1% |
| 3M | +9.6% | +18.3% | -8.7% | +7.2% |
| 6M | -11.6% | +8.9% | -20.5% | -12.7% |
| YTD | -12.6% | +10.5% | -23.1% | -13.9% |
| 1Y | +1.2% | +17.5% | -16.3% | -1.4% |
| 3Y | +18.0% | -27.7% | +45.7% | +21.5% |
| 5Y | +101.1% | -15.8% | +116.9% | +102.1% |
| All | +169.7% | -23.9% | +193.6% | +166.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling