+47.3%
EXPE vs BMRN
-30.6%
+77.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -0.5% | +2.1% | -2.6% | -1.3% |
| 30D | -6.1% | +3.8% | -9.9% | -7.1% |
| 3M | -21.3% | -16.5% | -4.8% | -16.0% |
| 6M | +19.0% | +6.9% | +12.1% | +15.6% |
| YTD | -8.4% | -3.7% | -4.7% | -7.8% |
| 1Y | -2.8% | +5.6% | -8.3% | -6.2% |
| 3Y | +120.8% | -31.4% | +152.1% | +143.5% |
| All | +47.3% | -30.6% | +77.9% | +50.9% |
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 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