+117.9%
BTSG vs BMRN
+8.7%
+109.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.5% |
| 7D | +17.4% | +2.0% | +15.4% | +17.0% |
| 30D | +12.6% | -0.7% | +13.3% | +12.7% |
| 3M | +11.2% | -5.9% | +17.1% | +11.4% |
| 6M | +30.4% | +3.0% | +27.4% | +28.1% |
| YTD | +86.4% | -3.9% | +90.3% | +86.3% |
| 1Y | +117.9% | +8.8% | +109.1% | +111.9% |
| All | +117.9% | +8.7% | +109.2% | +111.9% |
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 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 · 6 months rolling