+3,715.3%
MO vs BMRN
+392.1%
+3,323.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | -1.0% | -1.4% | +0.4% | -0.9% |
| 30D | +5.8% | -5.8% | +11.6% | +6.1% |
| 3M | -4.5% | +16.6% | -21.2% | -5.4% |
| 6M | +5.7% | +7.6% | -1.9% | +5.1% |
| YTD | +23.1% | +10.2% | +12.9% | +22.2% |
| 1Y | +10.9% | +20.2% | -9.3% | +9.4% |
| 3Y | +96.1% | -27.4% | +123.5% | +97.8% |
| 5Y | +100.1% | -16.0% | +116.1% | +99.1% |
| 10Y | +114.0% | -30.3% | +144.3% | +111.7% |
| All | +3,715.3% | +392.1% | +3,323.2% | +3,101.6% |
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