+44.4%
MAS vs BMRN
-28.4%
+72.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.4% |
| 7D | -1.8% | +2.1% | -3.9% | -2.3% |
| 30D | +23.6% | +5.3% | +18.3% | +22.1% |
| 3M | +12.4% | -16.1% | +28.6% | +17.1% |
| 6M | +21.9% | +10.9% | +10.9% | +18.1% |
| YTD | +36.1% | -1.9% | +38.0% | +35.7% |
| 1Y | +39.5% | +6.2% | +33.3% | +35.5% |
| 3Y | +59.1% | -30.5% | +89.7% | +68.4% |
| 5Y | +44.4% | -28.4% | +72.8% | +49.0% |
| All | +44.4% | -28.4% | +72.9% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling