+794.2%
MS vs BMRN
-32.7%
+826.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.1% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | 0.0% | +1.3% | -1.3% | -0.6% |
| 3M | +2.4% | +14.3% | -11.8% | -1.8% |
| 6M | +36.4% | +5.7% | +30.7% | +33.1% |
| YTD | +23.8% | +8.7% | +15.1% | +19.5% |
| 1Y | +48.6% | +14.6% | +34.0% | +40.2% |
| 3Y | +179.1% | -28.3% | +207.5% | +194.7% |
| 5Y | +144.8% | -15.7% | +160.6% | +138.1% |
| 10Y | +794.2% | -33.7% | +827.9% | +733.6% |
| All | +794.2% | -32.7% | +826.9% | +733.6% |
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