+425.7%
META vs BMRN
-35.8%
+461.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.1% | +4.5% |
| 7D | +5.7% | -0.5% | +6.2% | +5.8% |
| 30D | -10.8% | +4.3% | -15.1% | -12.1% |
| 3M | +8.4% | -10.4% | +18.8% | +11.6% |
| 6M | +5.4% | +5.8% | -0.4% | +2.5% |
| YTD | -2.6% | -3.8% | +1.2% | -2.7% |
| 1Y | +3.5% | +11.1% | -7.6% | -2.1% |
| 3Y | +102.0% | -31.7% | +133.7% | +118.3% |
| 5Y | +93.1% | -30.9% | +124.0% | +105.3% |
| 10Y | +425.7% | -37.7% | +463.4% | +408.3% |
| All | +425.7% | -35.8% | +461.4% | +408.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling