+4.1%
MDLZ vs BMRN
+20.6%
-16.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +1.9% | -1.3% | +3.2% | +1.9% |
| 30D | +0.4% | -6.5% | +6.9% | +0.4% |
| 3M | -0.6% | +18.3% | -18.9% | -0.5% |
| 6M | +14.7% | +8.9% | +5.8% | +14.9% |
| YTD | +18.0% | +10.5% | +7.5% | +18.1% |
| 1Y | +4.1% | +17.5% | -13.4% | +5.3% |
| All | +4.1% | +20.6% | -16.5% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling