+283.2%
MSTR vs BMRN
-28.8%
+312.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.4% |
| 7D | +9.3% | -0.3% | +9.6% | +9.4% |
| 30D | +36.5% | +1.3% | +35.2% | +35.4% |
| 3M | +7.3% | +14.3% | -7.0% | +1.4% |
| 6M | +2.2% | +5.7% | -3.5% | -0.7% |
| YTD | -10.2% | +8.7% | -18.9% | -14.1% |
| 1Y | -58.6% | +14.6% | -73.3% | -61.5% |
| 3Y | +283.2% | -28.3% | +311.5% | +317.0% |
| All | +283.2% | -28.8% | +312.0% | +317.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling