+105.4%
EXE vs BMRN
-18.8%
+124.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -2.2% | -1.4% | -0.8% | -2.0% |
| 30D | -0.8% | -5.8% | +5.0% | -0.1% |
| 3M | +10.0% | +16.6% | -6.6% | +7.9% |
| 6M | -6.3% | +7.6% | -13.9% | -7.4% |
| YTD | -10.7% | +10.2% | -20.9% | -12.0% |
| 1Y | +2.7% | +20.2% | -17.5% | -0.2% |
| 3Y | +19.1% | -27.4% | +46.5% | +22.5% |
| 5Y | +105.4% | -16.0% | +121.4% | +111.1% |
| All | +105.4% | -18.8% | +124.2% | +111.1% |
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 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