+748.6%
MOD vs BMRN
+399.8%
+348.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | +9.6% | +2.9% | +6.7% | +8.9% |
| 30D | 0.0% | +11.0% | -11.0% | -2.6% |
| 3M | -35.4% | +17.8% | -53.2% | -38.1% |
| 6M | -7.3% | +10.1% | -17.4% | -10.2% |
| YTD | +45.8% | +11.9% | +33.9% | +40.3% |
| 1Y | +43.1% | +17.2% | +25.9% | +35.5% |
| 3Y | +297.7% | -28.5% | +326.2% | +314.9% |
| 5Y | +1,478.8% | -21.7% | +1,500.4% | +1,491.7% |
| 10Y | +1,633.4% | -30.5% | +1,663.9% | +1,587.9% |
| All | +748.6% | +399.8% | +348.9% | +374.7% |
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