+3,909.7%
MU vs BMRN
+399.8%
+3,509.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.1% |
| 7D | +9.0% | +2.9% | +6.1% | +8.0% |
| 30D | +13.8% | +11.0% | +2.8% | +9.8% |
| 3M | +2.1% | +17.8% | -15.7% | -3.9% |
| 6M | +153.8% | +10.1% | +143.7% | +142.5% |
| YTD | +256.4% | +11.9% | +244.4% | +238.8% |
| 1Y | +719.8% | +17.2% | +702.5% | +664.6% |
| 3Y | +1,360.4% | -28.5% | +1,388.9% | +1,454.0% |
| 5Y | +1,312.4% | -21.7% | +1,334.1% | +1,343.3% |
| 10Y | +6,142.6% | -30.5% | +6,173.1% | +6,155.0% |
| All | +3,909.7% | +399.8% | +3,509.9% | +1,503.3% |
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