+210.4%
MGY vs BMRN
-28.8%
+239.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +3.5% | -1.3% | +4.8% | +3.8% |
| 30D | +5.3% | -6.5% | +11.8% | +7.0% |
| 3M | +2.6% | +18.3% | -15.6% | -1.9% |
| 6M | -3.3% | +8.9% | -12.2% | -6.2% |
| YTD | +29.2% | +10.5% | +18.7% | +24.5% |
| 1Y | +18.0% | +17.5% | +0.6% | +11.1% |
| 3Y | +30.0% | -27.7% | +57.7% | +36.2% |
| 5Y | +92.7% | -15.8% | +108.5% | +86.9% |
| All | +210.4% | -28.8% | +239.2% | +190.5% |
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 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