+44.7%
MS vs BMRN
+14.5%
+30.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.7% | -3.8% | +5.5% | +2.0% |
| 30D | 0.0% | -6.5% | +6.5% | +0.5% |
| 3M | +3.0% | +11.2% | -8.2% | +1.9% |
| 6M | +35.7% | +5.8% | +29.9% | +34.3% |
| YTD | +23.3% | +8.4% | +14.9% | +22.0% |
| 1Y | +44.7% | +15.7% | +29.0% | +40.8% |
| All | +44.7% | +14.5% | +30.2% | +40.8% |
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