+154.8%
EXPE vs BMRN
-28.6%
+183.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -11.5% | -3.8% | -7.7% | -10.5% |
| 30D | -13.1% | -6.5% | -6.6% | -11.4% |
| 3M | +18.1% | +11.2% | +6.9% | +14.5% |
| 6M | +13.3% | +5.8% | +7.5% | +11.0% |
| YTD | -3.2% | +8.4% | -11.6% | -5.9% |
| 1Y | +26.1% | +15.7% | +10.5% | +19.6% |
| All | +154.8% | -28.6% | +183.3% | +163.5% |
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 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