-14.0%
MP vs BMRN
+14.5%
-28.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -0.7% | -3.8% | +3.1% | -0.6% |
| 30D | -0.7% | -6.5% | +5.8% | -0.6% |
| 3M | 0.0% | +11.2% | -11.2% | +0.3% |
| 6M | -10.0% | +5.8% | -15.7% | -10.8% |
| YTD | +7.5% | +8.4% | -0.9% | +6.1% |
| 1Y | -14.0% | +15.7% | -29.7% | -17.0% |
| All | -14.0% | +14.5% | -28.5% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling