+160.9%
MMM vs BMRN
-31.8%
+192.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.9% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | +14.4% | +4.3% | +10.2% | +13.6% |
| 3M | +1.8% | -19.3% | +21.1% | +5.3% |
| 6M | +31.3% | +7.2% | +24.1% | +29.0% |
| YTD | +18.0% | -4.6% | +22.6% | +18.3% |
| 1Y | +10.9% | +2.5% | +8.4% | +9.4% |
| All | +160.9% | -31.8% | +192.8% | +164.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling