+11.0%
MO vs BMRN
+20.6%
-9.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +0.1% | -1.3% | +1.4% | 0.0% |
| 30D | +7.1% | -6.5% | +13.6% | +6.6% |
| 3M | -2.0% | +18.3% | -20.2% | -0.7% |
| 6M | +7.3% | +8.9% | -1.6% | +8.2% |
| YTD | +23.5% | +10.5% | +12.9% | +24.8% |
| 1Y | +11.0% | +17.5% | -6.5% | +12.1% |
| All | +11.0% | +20.6% | -9.6% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling