+58.6%
MAS vs BMRN
-29.4%
+88.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | +2.0% | -4.2% | +6.2% | +2.9% |
| 30D | +19.4% | +1.5% | +17.9% | +19.1% |
| 3M | +9.4% | -8.8% | +18.3% | +11.2% |
| 6M | +15.3% | +2.6% | +12.7% | +14.2% |
| YTD | +31.3% | -5.7% | +37.0% | +32.1% |
| 1Y | +34.9% | +8.1% | +26.8% | +31.0% |
| 3Y | +58.6% | -26.5% | +85.1% | +64.0% |
| All | +58.6% | -29.4% | +88.0% | +64.0% |
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