-90.0%
MARA vs BMRN
+75.7%
-165.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +13.8% | -3.8% | +17.7% | +15.8% |
| 30D | +24.7% | -6.5% | +31.2% | +28.5% |
| 3M | -10.4% | +11.2% | -21.7% | -16.0% |
| 6M | +37.6% | +5.8% | +31.8% | +31.0% |
| YTD | +32.7% | +8.4% | +24.4% | +24.1% |
| 1Y | -25.2% | +15.7% | -40.8% | -32.8% |
| 3Y | +9.3% | -28.6% | +37.8% | +21.6% |
| 5Y | -69.3% | -19.6% | -49.8% | -66.1% |
| 10Y | -73.6% | -31.5% | -42.1% | -69.5% |
| All | -90.0% | +75.7% | -165.8% | -87.7% |
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