+51.2%
MMM vs BMRN
-29.8%
+81.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | -3.2% | -1.4% | -1.9% | -3.0% |
| 30D | -10.7% | -5.8% | -4.9% | -9.6% |
| 3M | +4.3% | +16.6% | -12.3% | +0.9% |
| 6M | +5.9% | +7.6% | -1.7% | +3.8% |
| YTD | +3.2% | +10.2% | -7.1% | +0.4% |
| 1Y | +8.0% | +20.2% | -12.2% | +2.8% |
| 3Y | +99.1% | -27.4% | +126.5% | +106.3% |
| 5Y | +25.7% | -16.0% | +41.7% | +23.9% |
| All | +51.2% | -29.8% | +81.0% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling