+187.7%
EXEL vs BMRN
-18.8%
+206.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -2.0% |
| 7D | -2.9% | -1.4% | -1.5% | -2.5% |
| 30D | +11.9% | -5.8% | +17.7% | +13.6% |
| 3M | +9.2% | +16.6% | -7.4% | +4.4% |
| 6M | +39.1% | +7.6% | +31.5% | +35.5% |
| YTD | +31.0% | +10.2% | +20.8% | +26.8% |
| 1Y | +52.3% | +20.2% | +32.1% | +43.3% |
| 3Y | +159.7% | -27.4% | +187.1% | +173.7% |
| 5Y | +187.7% | -16.0% | +203.7% | +183.2% |
| All | +187.7% | -18.8% | +206.5% | +183.2% |
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 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