-48.3%
MUZ vs BMRN
-0.5%
-47.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +2.6% | +11.6% | +11.2% |
| 7D | +47.2% | +2.0% | +45.2% | +44.3% |
| 30D | +57.1% | -0.7% | +57.8% | +58.0% |
| 3M | -5.3% | -5.9% | +0.6% | -9.3% |
| All | -48.3% | -0.5% | -47.8% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling