+2,314.8%
MAR vs BMRN
+383.8%
+1,931.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -0.5% | -3.8% | +3.3% | +0.2% |
| 30D | -4.7% | -6.5% | +1.8% | -3.6% |
| 3M | -15.6% | +11.2% | -26.8% | -17.3% |
| 6M | +1.2% | +5.8% | -4.6% | -0.3% |
| YTD | +7.5% | +8.4% | -0.9% | +5.4% |
| 1Y | +26.6% | +15.7% | +11.0% | +22.3% |
| 3Y | +66.0% | -28.6% | +94.5% | +71.5% |
| 5Y | +154.1% | -19.6% | +173.7% | +155.0% |
| 10Y | +441.9% | -31.5% | +473.4% | +435.1% |
| All | +2,314.8% | +383.8% | +1,931.0% | +1,427.8% |
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 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