+528.2%
MSI vs BMRN
+385.5%
+142.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.6% |
| 7D | -5.8% | -0.3% | -5.4% | -5.7% |
| 30D | -1.0% | +1.3% | -2.3% | -1.3% |
| 3M | +14.2% | +14.3% | -0.1% | +11.3% |
| 6M | +1.0% | +5.7% | -4.7% | -0.5% |
| YTD | +21.5% | +8.7% | +12.7% | +18.8% |
| 1Y | -2.1% | +14.6% | -16.8% | -5.7% |
| 3Y | +69.3% | -28.3% | +97.7% | +74.4% |
| 5Y | +99.3% | -15.7% | +115.0% | +96.6% |
| 10Y | +595.0% | -33.7% | +628.7% | +580.1% |
| All | +528.2% | +385.5% | +142.7% | +231.9% |
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