+287.6%
MP vs BMRN
-53.2%
+340.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.3% |
| 7D | +9.5% | +2.1% | +7.3% | +8.9% |
| 30D | -3.0% | +3.8% | -6.8% | -4.0% |
| 3M | -30.4% | -16.5% | -13.9% | -27.1% |
| 6M | -39.2% | +6.9% | -46.1% | -40.9% |
| YTD | -23.3% | -3.7% | -19.6% | -23.5% |
| 1Y | -32.6% | +5.6% | -38.2% | -34.9% |
| 3Y | +159.3% | -31.4% | +190.6% | +179.9% |
| 5Y | -16.4% | -30.0% | +13.5% | -10.5% |
| All | +287.6% | -53.2% | +340.8% | +293.2% |
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