+547.9%
MSTR vs BMRN
+329.1%
+218.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -10.7% | +2.6% | -13.4% | -11.2% |
| 30D | -21.6% | +4.3% | -25.8% | -22.3% |
| 3M | +24.4% | -17.1% | +41.4% | +29.3% |
| 6M | -35.5% | +5.7% | -41.1% | -36.7% |
| YTD | -20.3% | -3.9% | -16.5% | -20.4% |
| 1Y | -49.3% | +8.5% | -57.8% | -50.9% |
| 3Y | +137.8% | -32.0% | +169.7% | +153.7% |
| 5Y | +48.3% | -29.9% | +78.2% | +59.8% |
| 10Y | +526.8% | -38.9% | +565.7% | +563.9% |
| All | +547.9% | +329.1% | +218.7% | +437.5% |
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