+46.3%
MDY vs BMRN
-16.0%
+62.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -1.9% | -1.3% | -0.6% | -1.6% |
| 30D | -4.6% | -6.5% | +1.8% | -3.3% |
| 3M | -1.2% | +18.3% | -19.5% | -5.2% |
| 6M | +9.2% | +8.9% | +0.3% | +6.5% |
| YTD | +13.1% | +10.5% | +2.5% | +9.7% |
| 1Y | +13.0% | +17.5% | -4.5% | +7.5% |
| 3Y | +49.2% | -27.7% | +76.9% | +56.7% |
| All | +46.3% | -16.0% | +62.3% | +44.0% |
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 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