-0.4%
MDT vs BMRN
+20.6%
-21.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | +0.2% | -6.5% | +6.7% | +1.3% |
| 3M | +14.3% | +18.3% | -4.0% | +11.6% |
| 6M | +4.0% | +8.9% | -4.9% | +2.6% |
| YTD | -3.7% | +10.5% | -14.2% | -5.3% |
| 1Y | -0.4% | +17.5% | -17.8% | -1.3% |
| All | -0.4% | +20.6% | -21.0% | -1.3% |
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