+2,330.7%
MULL vs BMRN
-0.7%
+2,331.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.7% | -11.1% | -10.2% |
| 7D | +3.6% | -1.4% | +5.0% | +4.3% |
| 30D | +22.0% | -5.8% | +27.8% | +25.3% |
| 3M | -8.6% | +16.6% | -25.3% | -18.9% |
| 6M | +248.5% | +7.6% | +240.9% | +225.1% |
| YTD | +516.3% | +10.2% | +506.1% | +464.4% |
| 1Y | +2,036.6% | +20.2% | +2,016.4% | +1,705.4% |
| All | +2,330.7% | -0.7% | +2,331.4% | +2,357.0% |
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 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