+191.0%
MAGS vs BMRN
-34.3%
+225.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +0.8% | -3.8% | +4.6% | +1.4% |
| 30D | +0.4% | -6.5% | +6.9% | +1.4% |
| 3M | +5.6% | +11.2% | -5.7% | +3.7% |
| 6M | +12.3% | +5.8% | +6.5% | +11.0% |
| YTD | +5.1% | +8.4% | -3.3% | +3.3% |
| 1Y | +14.0% | +15.7% | -1.7% | +10.4% |
| 3Y | +129.4% | -28.6% | +158.0% | +132.6% |
| All | +191.0% | -34.3% | +225.3% | +194.3% |
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