+108.6%
MTB vs BMRN
-27.2%
+135.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | -4.8% | -6.5% | +1.7% | -4.0% |
| 3M | +6.0% | +18.3% | -12.3% | +3.5% |
| 6M | +19.6% | +8.9% | +10.7% | +17.9% |
| YTD | +21.5% | +10.5% | +11.0% | +19.4% |
| 1Y | +24.7% | +17.5% | +7.2% | +21.3% |
| 3Y | +108.6% | -27.7% | +136.3% | +110.9% |
| All | +108.6% | -27.2% | +135.8% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling