-3.7%
MDLZ vs BMRN
-28.8%
+25.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +0.7% |
| 7D | 0.0% | -0.3% | +0.4% | 0.0% |
| 30D | -1.6% | +1.3% | -2.9% | -1.7% |
| 3M | +0.9% | +14.3% | -13.4% | 0.0% |
| 6M | +7.3% | +5.7% | +1.6% | +7.0% |
| YTD | +16.4% | +8.7% | +7.7% | +15.7% |
| 1Y | +3.0% | +14.6% | -11.7% | +1.8% |
| 3Y | -3.7% | -28.3% | +24.6% | -4.5% |
| All | -3.7% | -28.8% | +25.1% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling