+664.1%
MSTR vs BMRN
+399.8%
+264.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | +12.2% | +2.9% | +9.3% | +11.4% |
| 30D | +45.2% | +11.0% | +34.1% | +41.6% |
| 3M | +10.4% | +17.8% | -7.4% | +6.0% |
| 6M | -2.5% | +10.1% | -12.6% | -5.1% |
| YTD | -6.0% | +11.9% | -18.0% | -9.1% |
| 1Y | -56.4% | +17.2% | -73.6% | -58.3% |
| 3Y | +306.3% | -28.5% | +334.8% | +327.5% |
| 5Y | +100.5% | -21.7% | +122.2% | +110.9% |
| 10Y | +741.1% | -30.5% | +771.6% | +764.9% |
| All | +664.1% | +399.8% | +264.4% | +514.2% |
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 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