+737.1%
MTZ vs BMRN
-29.8%
+766.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -4.0% |
| 7D | 0.0% | -1.4% | +1.4% | +0.3% |
| 30D | -14.8% | -5.8% | -9.0% | -13.7% |
| 3M | -30.8% | +16.6% | -47.4% | -34.0% |
| 6M | -22.6% | +7.6% | -30.2% | -24.8% |
| YTD | +6.8% | +10.2% | -3.4% | +2.9% |
| 1Y | +22.1% | +20.2% | +1.9% | +14.1% |
| 3Y | +153.1% | -27.4% | +180.5% | +165.8% |
| 5Y | +161.4% | -16.0% | +177.4% | +155.3% |
| All | +737.1% | -29.8% | +766.9% | +652.5% |
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