-23.3%
MOS vs BMRN
-26.7%
+3.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +9.5% | +2.9% | +6.7% | +9.0% |
| 30D | +10.4% | +11.0% | -0.6% | +8.2% |
| 3M | +12.9% | +17.8% | -4.9% | +9.4% |
| 6M | +1.2% | +10.1% | -8.9% | -0.9% |
| YTD | +9.3% | +11.9% | -2.6% | +6.6% |
| 1Y | -18.0% | +17.2% | -35.2% | -20.9% |
| All | -23.3% | -26.7% | +3.4% | -22.7% |
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 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