+380.3%
MCO vs BMRN
-29.6%
+409.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -3.8% | -1.3% | -2.5% | -3.4% |
| 30D | -0.4% | -6.5% | +6.1% | +1.3% |
| 3M | +7.7% | +18.3% | -10.5% | +2.6% |
| 6M | +7.0% | +8.9% | -1.9% | +3.7% |
| YTD | -6.4% | +10.5% | -16.9% | -9.9% |
| 1Y | -7.6% | +17.5% | -25.1% | -13.2% |
| 3Y | +43.2% | -27.7% | +70.9% | +50.9% |
| 5Y | +29.6% | -15.8% | +45.3% | +26.9% |
| All | +380.3% | -29.6% | +409.9% | +354.4% |
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