+69.3%
EXPD vs BMRN
-26.7%
+96.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.1% | +2.9% | -4.0% | -1.4% |
| 30D | +4.1% | +11.0% | -7.0% | +2.9% |
| 3M | +17.9% | +17.8% | +0.1% | +15.8% |
| 6M | +29.2% | +10.1% | +19.1% | +27.9% |
| YTD | +27.4% | +11.9% | +15.4% | +25.7% |
| 1Y | +56.8% | +17.2% | +39.6% | +53.4% |
| All | +69.3% | -26.7% | +96.0% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling