-32.5%
MKC vs BMRN
-16.0%
-16.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -1.5% | -1.3% | -0.2% | -1.3% |
| 30D | -3.1% | -6.5% | +3.4% | -2.5% |
| 3M | +5.2% | +18.3% | -13.1% | +3.4% |
| 6M | -12.8% | +8.9% | -21.7% | -13.7% |
| YTD | -23.3% | +10.5% | -33.8% | -24.2% |
| 1Y | -24.1% | +17.5% | -41.6% | -25.7% |
| 3Y | -32.1% | -27.7% | -4.4% | -31.5% |
| All | -32.5% | -16.0% | -16.5% | -33.3% |
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