+13.3%
MCD vs BMRN
-31.8%
+45.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +7.3% | +2.6% | +4.6% | +7.0% |
| 30D | +20.0% | +4.3% | +15.7% | +19.4% |
| 3M | +3.8% | -17.1% | +20.9% | +5.7% |
| 6M | +3.8% | +5.7% | -1.9% | +3.0% |
| YTD | -5.9% | -3.9% | -2.0% | -5.8% |
| 1Y | -3.2% | +8.5% | -11.7% | -4.6% |
| 3Y | +13.3% | -32.0% | +45.3% | +18.7% |
| All | +13.3% | -31.8% | +45.1% | +18.7% |
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