+79.1%
MTUM vs BMRN
-16.0%
+95.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.7% | -1.3% | +2.0% | +0.9% |
| 30D | -2.4% | -6.5% | +4.0% | -1.4% |
| 3M | -3.6% | +18.3% | -21.9% | -6.9% |
| 6M | +23.7% | +8.9% | +14.8% | +21.0% |
| YTD | +22.9% | +10.5% | +12.4% | +19.8% |
| 1Y | +21.8% | +17.5% | +4.3% | +16.6% |
| 3Y | +114.4% | -27.7% | +142.2% | +124.0% |
| All | +79.1% | -16.0% | +95.2% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling