+191.0%
MOD vs BMRN
-31.2%
+222.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.9% | +26.9% | +27.8% |
| 7D | +40.4% | +2.1% | +38.3% | +40.2% |
| 30D | -14.0% | +3.8% | -17.8% | -14.4% |
| 3M | -33.3% | -16.5% | -16.9% | -31.8% |
| 6M | -51.4% | +6.9% | -58.3% | -52.4% |
| YTD | +1.6% | -3.7% | +5.3% | +1.3% |
| 1Y | +5.4% | +5.6% | -0.2% | +2.5% |
| 3Y | +191.0% | -31.4% | +222.4% | +190.3% |
| All | +191.0% | -31.2% | +222.2% | +190.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling