+229.2%
MXL vs BMRN
-27.2%
+256.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.3% | +7.5% |
| 7D | +18.9% | -1.3% | +20.1% | +19.0% |
| 30D | +0.3% | -6.5% | +6.8% | +1.0% |
| 3M | -8.0% | +18.3% | -26.3% | -11.1% |
| 6M | +341.2% | +8.9% | +332.4% | +333.7% |
| YTD | +327.8% | +10.5% | +317.3% | +317.7% |
| 1Y | +364.9% | +17.5% | +347.4% | +344.2% |
| 3Y | +229.2% | -27.7% | +256.9% | +236.9% |
| All | +229.2% | -27.2% | +256.4% | +236.9% |
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 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