+110.7%
MCK vs BMRN
-27.2%
+137.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.9% | -1.3% | -1.6% | -2.8% |
| 30D | +0.4% | -6.5% | +6.9% | +0.9% |
| 3M | +12.1% | +18.3% | -6.2% | +10.8% |
| 6M | -5.4% | +8.9% | -14.3% | -6.0% |
| YTD | +7.8% | +10.5% | -2.7% | +6.9% |
| 1Y | +22.9% | +17.5% | +5.5% | +21.1% |
| 3Y | +110.7% | -27.7% | +138.4% | +117.6% |
| All | +110.7% | -27.2% | +137.9% | +117.6% |
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