-21.0%
MDLN vs BMRN
+25.9%
-46.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -5.4% |
| 7D | -11.5% | -1.4% | -10.1% | -11.1% |
| 30D | -7.6% | -5.8% | -1.8% | -6.1% |
| 3M | -11.4% | +16.6% | -28.0% | -15.4% |
| 6M | -24.5% | +7.6% | -32.1% | -26.6% |
| YTD | -22.9% | +10.2% | -33.1% | -25.3% |
| All | -21.0% | +25.9% | -46.9% | -26.4% |
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 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