+88.3%
EXPE vs BMRN
-18.1%
+106.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -11.5% | -3.8% | -7.7% | -10.2% |
| 30D | -13.1% | -6.5% | -6.6% | -11.0% |
| 3M | +18.1% | +11.2% | +6.9% | +13.7% |
| 6M | +13.3% | +5.8% | +7.5% | +10.4% |
| YTD | -3.2% | +8.4% | -11.6% | -6.7% |
| 1Y | +26.1% | +15.7% | +10.5% | +17.7% |
| 3Y | +151.7% | -28.6% | +180.3% | +173.7% |
| 5Y | +88.3% | -19.6% | +107.9% | +93.7% |
| All | +88.3% | -18.1% | +106.4% | +93.7% |
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