-99.2%
MSTZ vs BMRN
-19.4%
-79.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.7% | +7.6% |
| 7D | +21.1% | +2.6% | +18.5% | +23.2% |
| 30D | +40.1% | +4.3% | +35.8% | +43.7% |
| 3M | -66.1% | -17.1% | -49.0% | -69.4% |
| 6M | -20.7% | +5.7% | -26.4% | -16.2% |
| YTD | -78.6% | -3.9% | -74.7% | -78.5% |
| 1Y | -55.5% | +8.5% | -64.0% | -50.1% |
| All | -99.2% | -19.4% | -79.9% | -99.3% |
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