+925.7%
MTZ vs BMRN
+399.8%
+525.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | -1.6% | +2.9% | -4.5% | -2.2% |
| 30D | -11.1% | +11.0% | -22.1% | -13.3% |
| 3M | -36.7% | +17.8% | -54.5% | -39.2% |
| 6M | -21.9% | +10.1% | -32.0% | -24.2% |
| YTD | +9.1% | +11.9% | -2.8% | +5.5% |
| 1Y | +30.0% | +17.2% | +12.7% | +23.6% |
| 3Y | +138.5% | -28.5% | +166.9% | +148.5% |
| 5Y | +158.3% | -21.7% | +180.0% | +159.0% |
| 10Y | +700.8% | -30.5% | +731.3% | +685.9% |
| All | +925.7% | +399.8% | +525.9% | +491.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling