+81.9%
META vs BMRN
-33.2%
+115.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | -4.2% | +3.5% | +0.5% |
| 30D | -15.4% | +1.5% | -16.9% | -16.0% |
| 3M | +3.5% | -8.8% | +12.3% | +5.9% |
| 6M | -0.3% | +2.6% | -2.9% | -2.2% |
| YTD | -7.3% | -5.7% | -1.6% | -6.9% |
| 1Y | -1.1% | +8.1% | -9.2% | -6.0% |
| 3Y | +95.1% | -26.5% | +121.5% | +103.4% |
| All | +81.9% | -33.2% | +115.1% | +87.9% |
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