-23.4%
MSTZ vs BMRN
+12.4%
-35.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.9% | +11.0% | +7.0% |
| 7D | -25.4% | -0.3% | -25.0% | -25.5% |
| 30D | -60.9% | +1.3% | -62.2% | -60.5% |
| 3M | -54.2% | +14.3% | -68.5% | -51.0% |
| 6M | -65.0% | +5.7% | -70.7% | -63.2% |
| YTD | -76.5% | +8.7% | -85.3% | -74.8% |
| 1Y | -23.4% | +14.6% | -38.0% | -17.9% |
| All | -23.4% | +12.4% | -35.8% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling