+57.9%
EXEL vs BMRN
+12.9%
+44.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +8.4% | +2.9% | +5.5% | +7.5% |
| 30D | +4.1% | +11.0% | -7.0% | +0.6% |
| 3M | +12.4% | +17.8% | -5.4% | +6.7% |
| 6M | +41.5% | +10.1% | +31.5% | +37.2% |
| YTD | +34.6% | +11.9% | +22.7% | +29.8% |
| 1Y | +57.9% | +17.2% | +40.6% | +50.2% |
| All | +57.9% | +12.9% | +44.9% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling