+1,520.5%
MOD vs BMRN
-32.7%
+1,553.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.5% |
| 7D | +6.3% | -0.3% | +6.6% | +6.4% |
| 30D | -1.7% | +1.3% | -2.9% | -2.2% |
| 3M | -30.1% | +14.3% | -44.4% | -32.8% |
| 6M | +2.7% | +5.7% | -3.0% | +0.3% |
| YTD | +44.1% | +8.7% | +35.3% | +39.3% |
| 1Y | +38.7% | +14.6% | +24.1% | +31.4% |
| 3Y | +309.8% | -28.3% | +338.1% | +329.6% |
| 5Y | +1,569.7% | -15.7% | +1,585.4% | +1,552.9% |
| 10Y | +1,520.5% | -33.7% | +1,554.1% | +1,512.9% |
| All | +1,520.5% | -32.7% | +1,553.2% | +1,512.9% |
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