+205.9%
MCD vs BMRN
-37.5%
+243.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.9% |
| 7D | -1.9% | +2.1% | -4.0% | -2.2% |
| 30D | +16.6% | +5.3% | +11.3% | +15.7% |
| 3M | +0.9% | -16.1% | +17.1% | +3.4% |
| 6M | +1.5% | +10.9% | -9.5% | -0.4% |
| YTD | -8.3% | -1.9% | -6.5% | -8.6% |
| 1Y | -8.1% | +6.2% | -14.3% | -9.7% |
| 3Y | +10.3% | -30.5% | +40.9% | +14.2% |
| 5Y | +23.4% | -28.4% | +51.8% | +24.7% |
| 10Y | +205.9% | -36.2% | +242.2% | +197.4% |
| All | +205.9% | -37.5% | +243.4% | +197.4% |
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