+17.2%
BMRN vs TW
-15.9%
+33.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.1% |
| 7D | +2.9% | -2.3% | +5.2% | +3.0% |
| 30D | +11.0% | +3.9% | +7.1% | +10.7% |
| 3M | +17.8% | +5.7% | +12.1% | +17.3% |
| 6M | +10.1% | -14.5% | +24.6% | +10.9% |
| YTD | +11.9% | -0.9% | +12.8% | +11.3% |
| 1Y | +17.2% | -13.5% | +30.7% | +14.4% |
| All | +17.2% | -15.9% | +33.1% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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 · 6 months rolling