+181.3%
MCD vs BMRN
-33.1%
+214.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.9% | -3.8% | +1.0% | -2.3% |
| 30D | -6.7% | -6.5% | -0.2% | -5.9% |
| 3M | -9.6% | +11.2% | -20.8% | -11.0% |
| 6M | -22.3% | +5.8% | -28.1% | -23.2% |
| YTD | -15.4% | +8.4% | -23.8% | -16.8% |
| 1Y | -16.8% | +15.7% | -32.5% | -19.2% |
| 3Y | -2.4% | -28.6% | +26.2% | +0.4% |
| 5Y | +19.4% | -19.6% | +39.0% | +18.5% |
| 10Y | +181.3% | -31.5% | +212.8% | +168.1% |
| All | +181.3% | -33.1% | +214.4% | +168.1% |
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