+17.6%
MDLZ vs BMRN
-18.1%
+35.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | 0.0% | -3.8% | +3.8% | +0.3% |
| 30D | +1.4% | -6.5% | +7.9% | +2.0% |
| 3M | 0.0% | +11.2% | -11.2% | -1.0% |
| 6M | +9.1% | +5.8% | +3.3% | +8.5% |
| YTD | +17.9% | +8.4% | +9.6% | +16.9% |
| 1Y | +3.2% | +15.7% | -12.4% | +1.4% |
| 3Y | -2.5% | -28.6% | +26.1% | -0.4% |
| 5Y | +17.6% | -19.6% | +37.2% | +18.8% |
| All | +17.6% | -18.1% | +35.6% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling