+398.0%
MTZ vs BMRN
-37.6%
+435.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +5.0% | +2.1% | +2.8% | +4.5% |
| 30D | -6.0% | +3.8% | -9.8% | -7.1% |
| 3M | -36.1% | -16.5% | -19.6% | -33.4% |
| 6M | -56.9% | +6.9% | -63.7% | -58.1% |
| YTD | -15.9% | -3.7% | -12.2% | -16.4% |
| 1Y | -3.8% | +5.6% | -9.4% | -7.2% |
| 3Y | +272.3% | -31.4% | +303.6% | +295.5% |
| 5Y | +91.1% | -30.0% | +121.0% | +95.8% |
| All | +398.0% | -37.6% | +435.7% | +398.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling