-18.3%
MKC vs BMRN
+8.7%
-27.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.8% | +5.2% |
| 7D | +9.6% | +2.0% | +7.6% | +9.4% |
| 30D | +12.0% | -0.7% | +12.7% | +11.9% |
| 3M | -2.0% | -5.9% | +3.9% | -1.9% |
| 6M | +7.2% | +3.0% | +4.2% | +7.0% |
| YTD | -23.7% | -3.9% | -19.9% | -23.8% |
| 1Y | -18.3% | +8.8% | -27.1% | -18.4% |
| All | -18.3% | +8.7% | -27.0% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling