-24.5%
MDB vs BMRN
-18.1%
-6.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.5% | -3.8% | -0.7% | -2.6% |
| 30D | -14.0% | -6.5% | -7.5% | -11.2% |
| 3M | +5.3% | +11.2% | -5.9% | -1.2% |
| 6M | +31.9% | +5.8% | +26.1% | +25.6% |
| YTD | -14.6% | +8.4% | -23.0% | -19.8% |
| 1Y | +8.2% | +15.7% | -7.4% | -4.3% |
| 3Y | -5.0% | -28.6% | +23.6% | +9.1% |
| 5Y | -24.5% | -19.6% | -4.9% | -21.8% |
| All | -24.5% | -18.1% | -6.5% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling