+63.0%
MAS vs BMRN
-33.2%
+96.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.4% | +4.1% |
| 7D | +3.3% | -0.5% | +3.7% | +3.4% |
| 30D | +25.5% | +4.3% | +21.1% | +24.4% |
| 3M | +11.8% | -10.4% | +22.2% | +14.0% |
| 6M | +21.3% | +5.8% | +15.6% | +19.3% |
| YTD | +37.7% | -3.8% | +41.5% | +38.0% |
| 1Y | +41.0% | +11.1% | +29.9% | +35.9% |
| 3Y | +63.0% | -31.7% | +94.7% | +64.9% |
| All | +63.0% | -33.2% | +96.2% | +64.9% |
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