+1,779.0%
MSFT vs BMRN
+399.8%
+1,379.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -2.7% | +2.9% | -5.6% | -3.2% |
| 30D | +2.7% | +11.0% | -8.3% | +0.9% |
| 3M | +17.0% | +17.8% | -0.9% | +13.7% |
| 6M | +23.8% | +10.1% | +13.7% | +21.4% |
| YTD | +4.0% | +11.9% | -8.0% | +1.6% |
| 1Y | -0.8% | +17.2% | -18.1% | -4.3% |
| 3Y | +55.6% | -28.5% | +84.1% | +60.2% |
| 5Y | +72.9% | -21.7% | +94.6% | +73.6% |
| 10Y | +875.8% | -30.5% | +906.3% | +867.0% |
| All | +1,779.0% | +399.8% | +1,379.2% | +1,027.7% |
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