+224.4%
MRK vs BMRN
-29.6%
+254.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.3% | -1.3% | -3.0% | -4.0% |
| 30D | +8.3% | -6.5% | +14.8% | +9.7% |
| 3M | +20.0% | +18.3% | +1.8% | +16.2% |
| 6M | +25.7% | +8.9% | +16.8% | +23.3% |
| YTD | +38.7% | +10.5% | +28.2% | +35.6% |
| 1Y | +74.7% | +17.5% | +57.2% | +68.2% |
| 3Y | +45.4% | -27.7% | +73.1% | +50.0% |
| 5Y | +129.0% | -15.8% | +144.8% | +124.3% |
| All | +224.4% | -29.6% | +254.0% | +203.1% |
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