-7.3%
MOD vs BMRN
+12.8%
-20.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | +9.6% | +2.9% | +6.7% | +10.2% |
| 30D | 0.0% | +11.0% | -11.0% | +2.3% |
| 3M | -35.4% | +17.8% | -53.2% | -33.2% |
| 6M | -7.3% | +10.1% | -17.4% | +0.9% |
| All | -7.3% | +12.8% | -20.0% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling