+239.4%
XME vs BMRN
+360.1%
-120.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.2% | -3.8% | +3.6% | +1.0% |
| 30D | +1.4% | -6.5% | +7.9% | +3.6% |
| 3M | +2.7% | +11.2% | -8.5% | -1.1% |
| 6M | +6.5% | +5.8% | +0.7% | +3.5% |
| YTD | +15.2% | +8.4% | +6.8% | +10.7% |
| 1Y | +43.5% | +15.7% | +27.8% | +33.9% |
| 3Y | +135.9% | -28.6% | +164.5% | +149.4% |
| 5Y | +181.5% | -19.6% | +201.0% | +178.8% |
| 10Y | +436.9% | -31.5% | +468.4% | +409.9% |
| All | +239.4% | +360.1% | -120.7% | +3.3% |
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