+174.8%
MS vs BMRN
-33.2%
+208.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.1% | +2.8% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | -0.9% | +4.3% | -5.3% | -1.6% |
| 3M | -13.0% | -10.4% | -2.6% | -11.7% |
| 6M | -2.0% | +5.8% | -7.7% | -3.5% |
| YTD | +7.8% | -3.8% | +11.6% | +7.6% |
| 1Y | +17.9% | +11.1% | +6.7% | +14.2% |
| 3Y | +174.8% | -31.7% | +206.5% | +171.1% |
| All | +174.8% | -33.2% | +208.0% | +171.1% |
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 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