-23.3%
MKC vs BMRN
+12.9%
-36.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -5.9% | +2.9% | -8.7% | -6.0% |
| 30D | -0.9% | +11.0% | -11.9% | -1.7% |
| 3M | +12.7% | +17.8% | -5.1% | +11.5% |
| 6M | -19.3% | +10.1% | -29.4% | -19.8% |
| YTD | -22.2% | +11.9% | -34.1% | -22.8% |
| 1Y | -23.3% | +17.2% | -40.6% | -21.5% |
| All | -23.3% | +12.9% | -36.3% | -21.5% |
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 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