+179.3%
EXE vs BMRN
-25.1%
+204.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.1% | +0.6% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | +6.4% | +1.3% | +5.1% | +6.2% |
| 3M | +9.2% | +14.3% | -5.0% | +7.3% |
| 6M | -7.0% | +5.7% | -12.7% | -7.8% |
| YTD | -9.5% | +8.7% | -18.2% | -10.7% |
| 1Y | +6.2% | +14.6% | -8.4% | +3.8% |
| 3Y | +20.7% | -28.3% | +49.1% | +24.3% |
| 5Y | +103.6% | -15.7% | +119.4% | +104.6% |
| All | +179.3% | -25.1% | +204.4% | +176.5% |
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 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