+66.3%
MA vs BMRN
-18.1%
+84.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -3.5% | -3.8% | +0.3% | -2.7% |
| 30D | +0.8% | -6.5% | +7.3% | +2.1% |
| 3M | +14.8% | +11.2% | +3.6% | +12.0% |
| 6M | +10.0% | +5.8% | +4.2% | +8.2% |
| YTD | -0.1% | +8.4% | -8.5% | -2.3% |
| 1Y | -2.2% | +15.7% | -17.9% | -6.1% |
| 3Y | +39.3% | -28.6% | +67.8% | +45.4% |
| 5Y | +66.3% | -19.6% | +85.9% | +70.0% |
| All | +66.3% | -18.1% | +84.4% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling