+2,302.1%
MULL vs BMRN
-0.4%
+2,302.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.3% |
| 7D | -8.4% | -1.3% | -7.1% | -7.9% |
| 30D | +9.7% | -6.5% | +16.2% | +13.0% |
| 3M | -26.8% | +18.3% | -45.0% | -35.4% |
| 6M | +220.7% | +8.9% | +211.8% | +196.5% |
| YTD | +509.0% | +10.5% | +498.5% | +457.0% |
| 1Y | +1,739.5% | +17.5% | +1,722.0% | +1,484.1% |
| All | +2,302.1% | -0.4% | +2,302.6% | +2,325.0% |
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