+66.8%
MET vs BMRN
-27.4%
+94.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | -2.5% | -1.4% | -1.1% | -2.2% |
| 30D | 0.0% | -5.8% | +5.8% | +0.9% |
| 3M | +13.1% | +16.6% | -3.6% | +9.9% |
| 6M | +39.0% | +7.6% | +31.4% | +36.6% |
| YTD | +25.2% | +10.2% | +15.0% | +22.4% |
| 1Y | +25.6% | +20.2% | +5.4% | +20.6% |
| All | +66.8% | -27.4% | +94.2% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling