-15.8%
BMRN vs TW
+19.5%
-35.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.3% | -4.5% | +3.2% | 0.0% |
| 30D | -6.5% | -2.3% | -4.2% | -6.1% |
| 3M | +18.3% | +2.6% | +15.7% | +16.6% |
| 6M | +8.9% | -17.5% | +26.4% | +14.4% |
| YTD | +10.5% | -5.3% | +15.8% | +10.5% |
| 1Y | +17.5% | -14.8% | +32.2% | +21.6% |
| 3Y | -27.7% | +18.8% | -46.6% | -34.7% |
| All | -15.8% | +19.5% | -35.3% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling