+332.6%
EXPD vs BMRN
-35.8%
+368.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.3% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | -1.9% | +4.3% | -6.2% | -2.7% |
| 3M | +6.1% | -10.4% | +16.5% | +7.9% |
| 6M | +21.6% | +5.8% | +15.8% | +19.6% |
| YTD | +27.9% | -3.8% | +31.7% | +27.7% |
| 1Y | +39.4% | +11.1% | +28.3% | +34.9% |
| 3Y | +72.7% | -31.7% | +104.4% | +80.0% |
| 5Y | +60.3% | -30.9% | +91.2% | +63.7% |
| 10Y | +332.6% | -37.7% | +370.3% | +312.7% |
| All | +332.6% | -35.8% | +368.3% | +312.7% |
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