+433.8%
MAR vs BMRN
-29.6%
+463.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -0.5% | -1.3% | +0.7% | -0.3% |
| 30D | -5.4% | -6.5% | +1.1% | -4.0% |
| 3M | -15.5% | +18.3% | -33.8% | -19.0% |
| 6M | +3.0% | +8.9% | -5.9% | +0.2% |
| YTD | +8.5% | +10.5% | -2.0% | +5.1% |
| 1Y | +26.0% | +17.5% | +8.5% | +19.5% |
| 3Y | +68.6% | -27.7% | +96.3% | +76.1% |
| 5Y | +157.4% | -15.8% | +173.2% | +154.6% |
| All | +433.8% | -29.6% | +463.5% | +402.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling