+10.3%
MDB vs BMRN
+9.0%
+1.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.6% |
| 7D | +6.8% | +2.1% | +4.7% | +6.9% |
| 30D | -6.2% | +3.8% | -10.0% | -5.9% |
| 3M | -29.2% | -16.5% | -12.7% | -30.4% |
| 6M | +10.3% | +6.9% | +3.4% | +20.4% |
| All | +10.3% | +9.0% | +1.3% | +20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling