+61.6%
EXPD vs BMRN
-18.1%
+79.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +1.2% | -3.8% | +5.0% | +1.7% |
| 30D | +5.2% | -6.5% | +11.7% | +6.1% |
| 3M | +13.2% | +11.2% | +2.0% | +11.3% |
| 6M | +30.3% | +5.8% | +24.5% | +28.9% |
| YTD | +27.0% | +8.4% | +18.6% | +25.1% |
| 1Y | +57.3% | +15.7% | +41.6% | +52.7% |
| 3Y | +70.0% | -28.6% | +98.6% | +74.8% |
| 5Y | +61.6% | -19.6% | +81.2% | +58.1% |
| All | +61.6% | -18.1% | +79.7% | +58.1% |
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