+887.8%
XEL vs BMRN
+392.1%
+495.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -1.2% | -1.4% | +0.2% | -1.1% |
| 30D | -2.9% | -5.8% | +2.9% | -2.5% |
| 3M | -2.7% | +16.6% | -19.3% | -3.9% |
| 6M | -6.5% | +7.6% | -14.1% | -7.2% |
| YTD | +3.6% | +10.2% | -6.6% | +2.6% |
| 1Y | +7.5% | +20.2% | -12.7% | +5.5% |
| 3Y | +46.3% | -27.4% | +73.7% | +48.2% |
| 5Y | +30.5% | -16.0% | +46.5% | +29.9% |
| 10Y | +151.4% | -30.3% | +181.7% | +148.0% |
| All | +887.8% | +392.1% | +495.7% | +614.1% |
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 · 6 months rolling