-4.2%
MOS vs BMRN
-16.8%
+12.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.2% |
| 7D | +7.1% | -0.3% | +7.4% | +7.1% |
| 30D | +15.0% | +1.3% | +13.8% | +14.7% |
| 3M | +24.1% | +14.3% | +9.8% | +20.7% |
| 6M | +2.7% | +5.7% | -3.0% | +1.2% |
| YTD | +12.2% | +8.7% | +3.4% | +9.9% |
| 1Y | -16.3% | +14.6% | -30.9% | -19.1% |
| 3Y | -23.3% | -28.3% | +5.0% | -20.0% |
| 5Y | -4.2% | -15.7% | +11.6% | -2.8% |
| All | -4.2% | -16.8% | +12.7% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling