+166.3%
MTZ vs BMRN
-18.1%
+184.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +2.3% | -3.8% | +6.1% | +3.0% |
| 30D | -10.3% | -6.5% | -3.8% | -9.2% |
| 3M | -31.8% | +11.2% | -43.1% | -33.6% |
| 6M | -19.2% | +5.8% | -25.0% | -20.6% |
| YTD | +10.7% | +8.4% | +2.3% | +8.1% |
| 1Y | +37.5% | +15.7% | +21.9% | +31.7% |
| 3Y | +162.4% | -28.6% | +190.9% | +175.5% |
| 5Y | +166.3% | -19.6% | +185.9% | +157.4% |
| All | +166.3% | -18.1% | +184.4% | +157.4% |
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