+1,054.4%
MCD vs BMRN
+399.8%
+654.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.8% | +2.9% | -5.7% | -3.1% |
| 30D | -6.0% | +11.0% | -17.1% | -6.9% |
| 3M | -5.6% | +17.8% | -23.4% | -6.9% |
| 6M | -21.9% | +10.1% | -31.9% | -22.6% |
| YTD | -14.7% | +11.9% | -26.6% | -15.7% |
| 1Y | -17.3% | +17.2% | -34.5% | -18.8% |
| 3Y | -2.2% | -28.5% | +26.3% | -0.6% |
| 5Y | +20.3% | -21.7% | +42.0% | +20.3% |
| 10Y | +180.7% | -30.5% | +211.2% | +177.1% |
| All | +1,054.4% | +399.8% | +654.6% | +853.3% |
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