+6.3%
MAGS vs BMRN
+8.7%
-2.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +2.1% |
| 7D | -1.4% | +2.0% | -3.4% | -1.5% |
| 30D | -4.4% | -0.7% | -3.7% | -4.3% |
| 3M | +1.9% | -5.9% | +7.8% | +2.3% |
| 6M | +4.9% | +3.0% | +1.9% | +4.5% |
| YTD | +6.5% | -3.9% | +10.4% | +6.6% |
| 1Y | +6.3% | +8.8% | -2.5% | +5.0% |
| All | +6.3% | +8.7% | -2.4% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling