+184.7%
MS vs BMRN
-26.7%
+211.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.4% | +2.9% | -1.5% | +1.0% |
| 30D | -0.3% | +11.0% | -11.3% | -1.9% |
| 3M | +0.3% | +17.8% | -17.5% | -2.3% |
| 6M | +31.3% | +10.1% | +21.2% | +29.0% |
| YTD | +24.7% | +11.9% | +12.7% | +22.0% |
| 1Y | +47.9% | +17.2% | +30.7% | +43.1% |
| All | +184.7% | -26.7% | +211.3% | +189.2% |
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