+127.0%
MP vs BMRN
-29.4%
+156.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | -10.5% | -4.2% | -6.3% | -10.0% |
| 30D | -23.5% | +1.5% | -25.0% | -23.7% |
| 3M | -25.4% | -8.8% | -16.6% | -24.5% |
| 6M | -51.3% | +2.6% | -53.9% | -51.7% |
| YTD | -29.9% | -5.7% | -24.2% | -29.8% |
| 1Y | -31.8% | +8.1% | -39.9% | -33.4% |
| 3Y | +127.0% | -26.5% | +153.5% | +128.3% |
| All | +127.0% | -29.4% | +156.4% | +128.3% |
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