+199.5%
MCHP vs BMRN
-29.6%
+229.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | 0.0% | -1.3% | +1.3% | +0.5% |
| 30D | -6.0% | -6.5% | +0.5% | -3.7% |
| 3M | -19.7% | +18.3% | -37.9% | -25.3% |
| 6M | +14.0% | +8.9% | +5.1% | +8.6% |
| YTD | +18.4% | +10.5% | +7.9% | +11.8% |
| 1Y | +17.1% | +17.5% | -0.4% | +6.8% |
| 3Y | +0.7% | -27.7% | +28.4% | +8.3% |
| 5Y | +5.1% | -15.8% | +20.9% | +3.9% |
| All | +199.5% | -29.6% | +229.1% | +180.0% |
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