+2,336.3%
MSCI vs BMRN
+138.8%
+2,197.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -3.2% | -1.3% | -1.9% | -2.9% |
| 30D | -1.1% | -6.5% | +5.4% | +0.6% |
| 3M | -6.3% | +18.3% | -24.6% | -10.9% |
| 6M | +2.1% | +8.9% | -6.8% | -1.1% |
| YTD | -2.3% | +10.5% | -12.8% | -6.0% |
| 1Y | -3.9% | +17.5% | -21.4% | -9.9% |
| 3Y | +7.5% | -27.7% | +35.2% | +12.3% |
| 5Y | -9.8% | -15.8% | +6.0% | -10.8% |
| 10Y | +631.1% | -30.1% | +661.2% | +603.6% |
| All | +2,336.3% | +138.8% | +2,197.5% | +1,221.2% |
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 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