+9.0%
MSFT vs BMRN
+8.7%
+0.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.6% | +4.0% | +6.5% |
| 7D | +4.7% | +2.0% | +2.7% | +4.5% |
| 30D | +5.8% | -0.7% | +6.5% | +5.9% |
| 3M | +13.0% | -5.9% | +18.9% | +13.4% |
| 6M | +34.9% | +3.0% | +31.9% | +34.0% |
| YTD | +15.7% | -3.9% | +19.5% | +15.1% |
| 1Y | +9.0% | +8.8% | +0.2% | +7.4% |
| All | +9.0% | +8.7% | +0.3% | +7.4% |
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