-45.8%
XE vs BMRN
+21.6%
-67.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +1.7% | -9.9% | -8.0% |
| 7D | -11.4% | -1.4% | -10.0% | -11.5% |
| 30D | -23.0% | -5.8% | -17.2% | -23.7% |
| 3M | -12.1% | +16.6% | -28.7% | -11.0% |
| All | -45.8% | +21.6% | -67.4% | -45.7% |
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 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 · Available span rolling