+48.9%
MSFT vs BMRN
-28.6%
+77.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -1.0% | -3.8% | +2.8% | -0.6% |
| 30D | -2.7% | -6.5% | +3.8% | -2.0% |
| 3M | +22.1% | +11.2% | +10.9% | +20.6% |
| 6M | +20.6% | +5.8% | +14.8% | +19.4% |
| YTD | +2.3% | +8.4% | -6.1% | +1.0% |
| 1Y | -0.5% | +15.7% | -16.2% | -2.6% |
| All | +48.9% | -28.6% | +77.5% | +47.2% |
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 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