+63.9%
META vs BMRN
-16.8%
+80.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +0.4% |
| 7D | +6.0% | -0.3% | +6.4% | +6.1% |
| 30D | +3.6% | +1.3% | +2.3% | +2.9% |
| 3M | +4.9% | +14.3% | -9.4% | 0.0% |
| 6M | -4.7% | +5.7% | -10.4% | -7.1% |
| YTD | -6.9% | +8.7% | -15.6% | -10.3% |
| 1Y | -18.2% | +14.6% | -32.8% | -23.2% |
| 3Y | +107.8% | -28.3% | +136.1% | +126.0% |
| 5Y | +63.9% | -15.7% | +79.6% | +60.5% |
| All | +63.9% | -16.8% | +80.7% | +60.5% |
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