+454.2%
MDLZ vs BMRN
+430.1%
+24.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.7% | +2.9% | -4.6% | -2.0% |
| 30D | -2.1% | +11.0% | -13.2% | -3.1% |
| 3M | +1.3% | +17.8% | -16.5% | -0.3% |
| 6M | +6.2% | +10.1% | -3.9% | +5.0% |
| YTD | +15.8% | +11.9% | +3.8% | +14.2% |
| 1Y | +4.1% | +17.2% | -13.1% | +2.0% |
| 3Y | -4.1% | -28.5% | +24.4% | -2.5% |
| 5Y | +13.4% | -21.7% | +35.0% | +13.3% |
| 10Y | +75.7% | -30.5% | +106.2% | +73.1% |
| All | +454.2% | +430.1% | +24.1% | +356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling