+76.3%
MMM vs BMRN
-37.6%
+114.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -0.4% | +2.1% | -2.5% | -0.8% |
| 30D | +12.1% | +3.8% | +8.4% | +11.3% |
| 3M | +1.4% | -16.5% | +17.9% | +5.1% |
| 6M | +26.6% | +6.9% | +19.7% | +24.1% |
| YTD | +16.8% | -3.7% | +20.5% | +16.8% |
| 1Y | +10.1% | +5.6% | +4.5% | +7.5% |
| 3Y | +158.4% | -31.4% | +189.8% | +171.3% |
| 5Y | +43.1% | -30.0% | +73.1% | +46.6% |
| All | +76.3% | -37.6% | +114.0% | +68.4% |
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 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