+402.6%
XME vs BMRN
-29.6%
+432.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -4.2% | -1.3% | -2.9% | -3.9% |
| 30D | -2.7% | -6.5% | +3.8% | -1.0% |
| 3M | -3.9% | +18.3% | -22.2% | -8.5% |
| 6M | -1.0% | +8.9% | -9.9% | -4.0% |
| YTD | +9.8% | +10.5% | -0.7% | +5.8% |
| 1Y | +32.5% | +17.5% | +15.1% | +24.6% |
| 3Y | +124.3% | -27.7% | +152.1% | +136.0% |
| 5Y | +165.8% | -15.8% | +181.6% | +161.1% |
| All | +402.6% | -29.6% | +432.2% | +365.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling