+734.2%
MRSH vs BMRN
+393.4%
+340.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | -6.3% | -6.5% | +0.2% | -5.5% |
| 3M | +5.8% | +18.3% | -12.5% | +3.4% |
| 6M | +2.8% | +8.9% | -6.1% | +1.3% |
| YTD | -3.1% | +10.5% | -13.6% | -4.8% |
| 1Y | -11.3% | +17.5% | -28.7% | -13.8% |
| 3Y | -5.0% | -27.7% | +22.7% | -2.8% |
| 5Y | +19.2% | -15.8% | +35.0% | +18.4% |
| 10Y | +217.4% | -30.1% | +247.5% | +211.8% |
| All | +734.2% | +393.4% | +340.9% | +483.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling