+160.0%
EXPE vs BMRN
-29.6%
+189.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.3% |
| 7D | -5.8% | -1.3% | -4.5% | -5.3% |
| 30D | -13.6% | -6.5% | -7.1% | -11.9% |
| 3M | +25.2% | +18.3% | +6.9% | +18.8% |
| 6M | +22.3% | +8.9% | +13.5% | +18.5% |
| YTD | -0.3% | +10.5% | -10.8% | -4.0% |
| 1Y | +27.8% | +17.5% | +10.3% | +19.7% |
| 3Y | +162.4% | -27.7% | +190.2% | +179.6% |
| 5Y | +95.8% | -15.8% | +111.6% | +96.6% |
| All | +160.0% | -29.6% | +189.7% | +149.9% |
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