+322.2%
MDT vs BMRN
+383.8%
-61.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.3% | -3.8% | +3.5% | +0.2% |
| 30D | +2.8% | -6.5% | +9.3% | +3.7% |
| 3M | +13.1% | +11.2% | +1.9% | +11.5% |
| 6M | +2.3% | +5.8% | -3.5% | +1.3% |
| YTD | -2.7% | +8.4% | -11.1% | -4.0% |
| 1Y | +0.9% | +15.7% | -14.8% | -1.6% |
| 3Y | +26.8% | -28.6% | +55.4% | +30.1% |
| 5Y | -19.5% | -19.6% | +0.1% | -19.4% |
| 10Y | +40.6% | -31.5% | +72.1% | +39.1% |
| All | +322.2% | +383.8% | -61.6% | +212.0% |
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