+800.7%
MTB vs BMRN
+383.8%
+416.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +1.1% | -3.8% | +4.9% | +1.6% |
| 30D | -4.6% | -6.5% | +1.9% | -3.8% |
| 3M | +6.3% | +11.2% | -5.0% | +4.6% |
| 6M | +15.6% | +5.8% | +9.8% | +14.3% |
| YTD | +20.6% | +8.4% | +12.2% | +18.7% |
| 1Y | +22.5% | +15.7% | +6.9% | +19.3% |
| 3Y | +114.4% | -28.6% | +143.0% | +120.0% |
| 5Y | +101.9% | -19.6% | +121.5% | +102.0% |
| 10Y | +170.4% | -31.5% | +201.9% | +167.3% |
| All | +800.7% | +383.8% | +416.9% | +591.3% |
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