+878.4%
MSFT vs BMRN
-29.6%
+908.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | +0.8% | -6.5% | +7.3% | +2.5% |
| 3M | +27.2% | +18.3% | +9.0% | +21.5% |
| 6M | +22.9% | +8.9% | +14.0% | +19.4% |
| YTD | +3.1% | +10.5% | -7.4% | -0.4% |
| 1Y | -0.3% | +17.5% | -17.7% | -6.0% |
| 3Y | +50.1% | -27.7% | +77.8% | +57.5% |
| 5Y | +74.6% | -15.8% | +90.4% | +70.5% |
| All | +878.4% | -29.6% | +908.0% | +827.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling