+495.5%
MSTR vs BMRN
-38.2%
+533.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.7% | -5.3% |
| 7D | -11.5% | +1.0% | -12.5% | -11.9% |
| 30D | -24.8% | +4.3% | -29.1% | -26.2% |
| 3M | +20.6% | -19.3% | +39.9% | +31.3% |
| 6M | -38.0% | +7.2% | -45.2% | -40.6% |
| YTD | -24.7% | -4.6% | -20.1% | -24.9% |
| 1Y | -49.1% | +2.5% | -51.6% | -51.1% |
| 3Y | +124.7% | -32.5% | +157.2% | +153.4% |
| 5Y | +40.9% | -30.6% | +71.6% | +60.9% |
| All | +495.5% | -38.2% | +533.8% | +555.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling