+40.1%
MA vs BMRN
-28.8%
+68.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -1.0% |
| 7D | -1.8% | -0.3% | -1.4% | -1.7% |
| 30D | +1.4% | +1.3% | +0.1% | +1.1% |
| 3M | +17.7% | +14.3% | +3.5% | +15.1% |
| 6M | +9.7% | +5.7% | +3.9% | +8.3% |
| YTD | +0.5% | +8.7% | -8.3% | -1.2% |
| 1Y | -2.1% | +14.6% | -16.7% | -4.8% |
| 3Y | +40.1% | -28.3% | +68.4% | +42.2% |
| All | +40.1% | -28.8% | +68.9% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling