+352.6%
EXEL vs BMRN
-29.6%
+382.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.4% |
| 7D | -4.9% | -1.3% | -3.6% | -4.4% |
| 30D | +11.4% | -6.5% | +17.9% | +14.5% |
| 3M | +4.9% | +18.3% | -13.4% | -2.9% |
| 6M | +34.4% | +8.9% | +25.5% | +28.1% |
| YTD | +28.0% | +10.5% | +17.5% | +21.1% |
| 1Y | +43.6% | +17.5% | +26.2% | +31.0% |
| 3Y | +155.2% | -27.7% | +182.9% | +175.3% |
| 5Y | +181.2% | -15.8% | +196.9% | +168.4% |
| All | +352.6% | -29.6% | +382.2% | +288.7% |
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