+102.8%
MSI vs BMRN
-18.8%
+121.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | -1.8% | -1.4% | -0.4% | -1.6% |
| 30D | -0.6% | -5.8% | +5.2% | +0.1% |
| 3M | +13.0% | +16.6% | -3.6% | +10.7% |
| 6M | +0.5% | +7.6% | -7.1% | -0.6% |
| YTD | +21.7% | +10.2% | +11.5% | +19.7% |
| 1Y | -2.6% | +20.2% | -22.8% | -5.8% |
| 3Y | +69.7% | -27.4% | +97.0% | +76.1% |
| 5Y | +102.8% | -16.0% | +118.8% | +106.7% |
| All | +102.8% | -18.8% | +121.6% | +106.7% |
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 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