+1,139.8%
MDY vs BMRN
+383.8%
+756.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | -0.8% | -3.8% | +3.1% | -0.1% |
| 30D | -3.9% | -6.5% | +2.6% | -2.8% |
| 3M | 0.0% | +11.2% | -11.3% | -2.1% |
| 6M | +8.5% | +5.8% | +2.7% | +6.9% |
| YTD | +13.2% | +8.4% | +4.8% | +10.9% |
| 1Y | +15.0% | +15.7% | -0.6% | +11.0% |
| 3Y | +49.6% | -28.6% | +78.2% | +54.8% |
| 5Y | +46.0% | -19.6% | +65.6% | +46.6% |
| 10Y | +176.4% | -31.5% | +207.9% | +173.9% |
| All | +1,139.8% | +383.8% | +756.0% | +701.4% |
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