+2.8%
MOS vs BMRN
-35.8%
+38.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.2% | +1.2% |
| 7D | +19.7% | -0.5% | +20.1% | +19.9% |
| 30D | +21.5% | +4.3% | +17.2% | +19.9% |
| 3M | -0.4% | -10.4% | +10.0% | +2.6% |
| 6M | +4.5% | +5.8% | -1.2% | +2.1% |
| YTD | -2.9% | -3.8% | +0.9% | -2.7% |
| 1Y | -7.7% | +11.1% | -18.8% | -12.1% |
| 3Y | -25.6% | -31.7% | +6.1% | -19.6% |
| 5Y | -31.2% | -30.9% | -0.3% | -28.7% |
| 10Y | +2.8% | -37.7% | +40.6% | -0.1% |
| All | +2.8% | -35.8% | +38.6% | -0.1% |
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