+3,374.2%
EXPD vs BMRN
+399.8%
+2,974.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.1% | +2.9% | -4.0% | -1.6% |
| 30D | +4.1% | +11.0% | -7.0% | +2.4% |
| 3M | +17.9% | +17.8% | +0.1% | +14.9% |
| 6M | +29.2% | +10.1% | +19.1% | +26.8% |
| YTD | +27.4% | +11.9% | +15.4% | +24.5% |
| 1Y | +56.8% | +17.2% | +39.6% | +51.8% |
| 3Y | +68.0% | -28.5% | +96.5% | +72.5% |
| 5Y | +61.9% | -21.7% | +83.5% | +62.0% |
| 10Y | +316.0% | -30.5% | +346.5% | +306.6% |
| All | +3,374.2% | +399.8% | +2,974.4% | +2,158.4% |
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