+3,381.3%
EXPD vs BMRN
+329.1%
+3,052.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.4% | +2.6% | -10.0% | -7.8% |
| 30D | -2.1% | +4.3% | -6.3% | -2.7% |
| 3M | +5.7% | -17.1% | +22.8% | +8.4% |
| 6M | +21.4% | +5.7% | +15.7% | +19.8% |
| YTD | +27.6% | -3.9% | +31.5% | +27.4% |
| 1Y | +36.1% | +8.5% | +27.7% | +33.1% |
| 3Y | +69.9% | -32.0% | +101.8% | +75.9% |
| 5Y | +59.7% | -29.9% | +89.6% | +62.5% |
| 10Y | +323.0% | -38.9% | +362.0% | +321.7% |
| All | +3,381.3% | +329.1% | +3,052.2% | +2,211.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling