+461.1%
MAS vs BMRN
+321.6%
+139.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.7% | -3.1% |
| 7D | +4.6% | -2.4% | +6.9% | +5.0% |
| 30D | +19.9% | -0.2% | +20.1% | +20.0% |
| 3M | +8.9% | -6.3% | +15.2% | +9.9% |
| 6M | +20.2% | +5.4% | +14.7% | +18.6% |
| YTD | +33.9% | -5.6% | +39.5% | +34.5% |
| 1Y | +34.7% | +6.3% | +28.4% | +32.0% |
| 3Y | +60.4% | -29.5% | +89.9% | +66.6% |
| 5Y | +43.5% | -33.1% | +76.6% | +48.9% |
| 10Y | +226.7% | -31.6% | +258.3% | +224.1% |
| All | +461.1% | +321.6% | +139.5% | +271.3% |
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