-74.1%
MARA vs BMRN
-29.6%
-44.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.6% | +4.6% |
| 7D | +5.9% | -1.3% | +7.2% | +6.7% |
| 30D | +24.3% | -6.5% | +30.8% | +29.9% |
| 3M | -12.0% | +18.3% | -30.2% | -23.7% |
| 6M | +40.1% | +8.9% | +31.2% | +26.8% |
| YTD | +33.4% | +10.5% | +22.9% | +18.1% |
| 1Y | -23.7% | +17.5% | -41.2% | -36.6% |
| 3Y | +19.0% | -27.7% | +46.7% | +36.5% |
| 5Y | -66.5% | -15.8% | -50.7% | -64.0% |
| All | -74.1% | -29.6% | -44.5% | -72.4% |
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