+11.7%
MDLZ vs BMRN
+9.0%
+2.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.4% |
| 7D | +2.3% | +2.1% | +0.2% | +2.1% |
| 30D | +7.9% | +3.8% | +4.2% | +7.7% |
| 3M | +7.3% | -16.5% | +23.7% | +7.2% |
| 6M | +11.7% | +6.9% | +4.8% | +12.5% |
| All | +11.7% | +9.0% | +2.7% | +12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling