+3,213.2%
MCK vs BMRN
+393.4%
+2,819.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.9% | -1.3% | -1.6% | -2.8% |
| 30D | +0.4% | -6.5% | +6.9% | +1.3% |
| 3M | +12.1% | +18.3% | -6.2% | +9.5% |
| 6M | -5.4% | +8.9% | -14.3% | -6.9% |
| YTD | +7.8% | +10.5% | -2.7% | +5.8% |
| 1Y | +22.9% | +17.5% | +5.5% | +19.3% |
| 3Y | +110.7% | -27.7% | +138.4% | +115.6% |
| 5Y | +346.2% | -15.8% | +361.9% | +341.3% |
| 10Y | +440.1% | -30.1% | +470.3% | +432.0% |
| All | +3,213.2% | +393.4% | +2,819.8% | +2,402.2% |
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