+1,181.4%
MET vs BMRN
+151.6%
+1,029.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.5% |
| 7D | +1.1% | -0.3% | +1.5% | +1.2% |
| 30D | -2.3% | +1.3% | -3.6% | -2.8% |
| 3M | +13.9% | +14.3% | -0.4% | +10.2% |
| 6M | +34.8% | +5.7% | +29.1% | +32.3% |
| YTD | +23.5% | +8.7% | +14.8% | +20.4% |
| 1Y | +23.4% | +14.6% | +8.8% | +18.1% |
| 3Y | +64.9% | -28.3% | +93.2% | +72.0% |
| 5Y | +82.0% | -15.7% | +97.8% | +79.7% |
| 10Y | +244.4% | -33.7% | +278.0% | +240.1% |
| All | +1,181.4% | +151.6% | +1,029.8% | +661.1% |
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