+512.2%
MSTR vs BMRN
+325.9%
+186.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.7% | -5.9% |
| 7D | -11.5% | +1.0% | -12.5% | -11.7% |
| 30D | -24.8% | +4.3% | -29.1% | -25.5% |
| 3M | +20.6% | -19.3% | +39.9% | +26.2% |
| 6M | -38.0% | +7.2% | -45.2% | -39.3% |
| YTD | -24.7% | -4.6% | -20.1% | -24.7% |
| 1Y | -49.1% | +2.5% | -51.6% | -50.0% |
| 3Y | +124.7% | -32.5% | +157.2% | +140.2% |
| 5Y | +40.9% | -30.6% | +71.6% | +52.3% |
| 10Y | +481.5% | -38.0% | +519.5% | +514.8% |
| All | +512.2% | +325.9% | +186.3% | +409.0% |
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 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