+124.2%
MSI vs BMRN
-30.6%
+154.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | +3.2% | +2.1% | +1.1% | +3.0% |
| 30D | +17.6% | +3.8% | +13.8% | +16.9% |
| 3M | +14.5% | -16.5% | +31.0% | +17.2% |
| 6M | +34.3% | +6.9% | +27.4% | +32.6% |
| YTD | +39.7% | -3.7% | +43.4% | +39.8% |
| 1Y | +40.2% | +5.6% | +34.6% | +37.8% |
| 3Y | +77.1% | -31.4% | +108.5% | +84.4% |
| All | +124.2% | -30.6% | +154.8% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling