+251.2%
MNST vs BMRN
-29.6%
+280.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | -1.0% | -1.3% | +0.3% | -0.7% |
| 30D | -5.6% | -6.5% | +0.9% | -4.5% |
| 3M | -5.7% | +18.3% | -23.9% | -8.7% |
| 6M | +12.0% | +8.9% | +3.1% | +9.6% |
| YTD | +13.2% | +10.5% | +2.7% | +10.4% |
| 1Y | +36.1% | +17.5% | +18.6% | +30.5% |
| 3Y | +52.9% | -27.7% | +80.6% | +58.3% |
| 5Y | +81.0% | -15.8% | +96.8% | +78.0% |
| All | +251.2% | -29.6% | +280.8% | +241.0% |
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