+810.7%
MOD vs BMRN
-38.2%
+849.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.1% |
| 7D | +16.1% | +1.0% | +15.1% | +15.9% |
| 30D | -38.5% | +4.3% | -42.8% | -39.3% |
| 3M | -46.8% | -19.3% | -27.5% | -44.3% |
| 6M | -61.6% | +7.2% | -68.8% | -62.8% |
| YTD | -20.5% | -4.6% | -15.9% | -21.0% |
| 1Y | -28.0% | +2.5% | -30.5% | -30.1% |
| 3Y | +134.9% | -32.5% | +167.4% | +148.9% |
| 5Y | +833.2% | -30.6% | +863.8% | +866.6% |
| All | +810.7% | -38.2% | +849.0% | +777.5% |
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