+2,785.5%
MSCI vs BMRN
+107.7%
+2,677.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.7% | +2.6% | 0.0% | +2.0% |
| 30D | +16.2% | +4.3% | +12.0% | +14.9% |
| 3M | +17.1% | -17.1% | +34.1% | +23.0% |
| 6M | +13.0% | +5.7% | +7.3% | +10.4% |
| YTD | +15.8% | -3.9% | +19.6% | +15.6% |
| 1Y | +15.5% | +8.5% | +7.0% | +10.7% |
| 3Y | +32.3% | -32.0% | +64.3% | +41.0% |
| 5Y | +8.2% | -29.9% | +38.1% | +12.6% |
| 10Y | +800.7% | -38.9% | +839.6% | +801.9% |
| All | +2,785.5% | +107.7% | +2,677.7% | +1,525.0% |
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