+4,596.1%
MCO vs BMRN
+392.1%
+4,204.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.8% |
| 7D | -7.3% | -1.4% | -5.9% | -7.1% |
| 30D | -1.7% | -5.8% | +4.1% | -0.8% |
| 3M | +3.9% | +16.6% | -12.7% | +1.1% |
| 6M | +3.8% | +7.6% | -3.8% | +2.1% |
| YTD | -7.9% | +10.2% | -18.1% | -9.9% |
| 1Y | -6.8% | +20.2% | -27.1% | -10.6% |
| 3Y | +40.9% | -27.4% | +68.3% | +45.2% |
| 5Y | +27.5% | -16.0% | +43.5% | +27.0% |
| 10Y | +381.4% | -30.3% | +411.7% | +378.2% |
| All | +4,596.1% | +392.1% | +4,204.1% | +3,411.2% |
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