+168.3%
MTZ vs BMRN
-28.8%
+197.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.9% | +6.6% | +4.2% |
| 7D | +3.6% | -0.3% | +3.9% | +3.6% |
| 30D | -9.6% | +1.3% | -10.9% | -10.0% |
| 3M | -31.9% | +14.3% | -46.2% | -33.7% |
| 6M | -13.8% | +5.7% | -19.5% | -15.0% |
| YTD | +13.3% | +8.7% | +4.5% | +11.1% |
| 1Y | +39.3% | +14.6% | +24.6% | +34.8% |
| 3Y | +168.3% | -28.3% | +196.7% | +174.5% |
| All | +168.3% | -28.8% | +197.2% | +174.5% |
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 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