+107.6%
MDLZ vs BMRN
-37.6%
+145.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.3% |
| 7D | +2.3% | +2.1% | +0.2% | +2.0% |
| 30D | +7.9% | +3.8% | +4.2% | +7.4% |
| 3M | +7.3% | -16.5% | +23.7% | +10.0% |
| 6M | +11.7% | +6.9% | +4.8% | +10.2% |
| YTD | +28.7% | -3.7% | +32.4% | +28.6% |
| 1Y | +22.8% | +5.6% | +17.2% | +20.6% |
| 3Y | +6.6% | -31.4% | +38.0% | +10.5% |
| 5Y | +23.2% | -30.0% | +53.2% | +24.6% |
| All | +107.6% | -37.6% | +145.2% | +96.6% |
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