+1,346.4%
MU vs BMRN
-18.1%
+1,364.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +7.5% | -3.8% | +11.3% | +8.9% |
| 30D | +19.4% | -6.5% | +25.9% | +22.0% |
| 3M | +9.8% | +11.2% | -1.4% | +4.7% |
| 6M | +164.1% | +5.8% | +158.3% | +154.8% |
| YTD | +260.3% | +8.4% | +251.9% | +243.9% |
| 1Y | +661.2% | +15.7% | +645.5% | +602.8% |
| 3Y | +1,380.8% | -28.6% | +1,409.4% | +1,511.4% |
| 5Y | +1,346.4% | -19.6% | +1,366.0% | +1,325.9% |
| All | +1,346.4% | -18.1% | +1,364.4% | +1,325.9% |
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