+1,127.9%
MCD vs BMRN
+329.9%
+798.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -1.6% | +2.1% | -3.8% | -1.8% |
| 30D | +14.1% | +3.8% | +10.3% | +13.8% |
| 3M | +0.6% | -16.5% | +17.1% | +2.1% |
| 6M | 0.0% | +6.9% | -6.9% | -0.7% |
| YTD | -9.3% | -3.7% | -5.6% | -9.2% |
| 1Y | -9.3% | +5.6% | -14.9% | -10.1% |
| 3Y | +8.6% | -31.4% | +40.0% | +10.8% |
| 5Y | +21.9% | -30.0% | +51.9% | +23.2% |
| 10Y | +202.8% | -37.4% | +240.2% | +202.0% |
| All | +1,127.9% | +329.9% | +798.0% | +926.8% |
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