-61.6%
MSTZ vs BMRN
+12.8%
-74.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | -29.7% | +2.9% | -32.6% | -29.2% |
| 30D | -65.3% | +11.0% | -76.3% | -63.8% |
| 3M | -57.3% | +17.8% | -75.1% | -54.5% |
| 6M | -61.6% | +10.1% | -71.7% | -59.9% |
| All | -61.6% | +12.8% | -74.4% | -59.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling