+140.2%
MAS vs BMRN
-30.7%
+170.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -0.8% | +2.9% | -3.6% | -1.4% |
| 30D | -5.6% | +11.0% | -16.6% | -8.2% |
| 3M | +4.4% | +17.8% | -13.4% | +0.1% |
| 6M | +7.2% | +10.1% | -2.9% | +4.1% |
| YTD | +16.1% | +11.9% | +4.2% | +12.1% |
| 1Y | +0.1% | +17.2% | -17.1% | -5.0% |
| 3Y | +28.3% | -28.5% | +56.8% | +34.8% |
| 5Y | +30.5% | -21.7% | +52.1% | +31.5% |
| All | +140.2% | -30.7% | +170.8% | +124.8% |
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 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