+160,154.5%
MNST vs BMRN
+399.8%
+159,754.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -6.5% | +2.9% | -9.4% | -6.8% |
| 30D | -7.2% | +11.0% | -18.3% | -8.6% |
| 3M | -1.0% | +17.8% | -18.8% | -3.3% |
| 6M | +11.5% | +10.1% | +1.4% | +9.6% |
| YTD | +14.3% | +11.9% | +2.4% | +12.1% |
| 1Y | +38.1% | +17.2% | +20.9% | +34.2% |
| 3Y | +55.0% | -28.5% | +83.5% | +58.7% |
| 5Y | +79.6% | -21.7% | +101.3% | +79.9% |
| 10Y | +241.8% | -30.5% | +272.3% | +236.3% |
| All | +160,154.5% | +399.8% | +159,754.8% | +113,222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling