+1,827.1%
MCHP vs BMRN
+392.1%
+1,435.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.3% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | -11.1% | -5.8% | -5.3% | -10.0% |
| 3M | -18.1% | +16.6% | -34.7% | -21.2% |
| 6M | +10.8% | +7.6% | +3.2% | +8.0% |
| YTD | +14.2% | +10.2% | +4.0% | +10.6% |
| 1Y | +13.5% | +20.2% | -6.7% | +7.2% |
| 3Y | -2.0% | -27.4% | +25.4% | +2.4% |
| 5Y | +1.4% | -16.0% | +17.4% | +2.1% |
| 10Y | +195.5% | -30.3% | +225.8% | +199.5% |
| All | +1,827.1% | +392.1% | +1,435.0% | +1,086.2% |
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