+65.8%
MAR vs BMRN
-27.4%
+93.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | -2.1% | -1.4% | -0.7% | -1.9% |
| 30D | -5.7% | -5.8% | +0.2% | -4.8% |
| 3M | -14.6% | +16.6% | -31.3% | -17.1% |
| 6M | +1.3% | +7.6% | -6.2% | -0.2% |
| YTD | +6.7% | +10.2% | -3.5% | +4.5% |
| 1Y | +26.4% | +20.2% | +6.2% | +21.1% |
| All | +65.8% | -27.4% | +93.1% | +68.8% |
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