+433.9%
BTSG vs BMRN
-28.3%
+462.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -3.3% | -1.3% | -2.0% | -3.1% |
| 30D | -1.6% | -6.5% | +4.9% | -0.5% |
| 3M | -6.9% | +18.3% | -25.2% | -10.2% |
| 6M | +42.1% | +8.9% | +33.2% | +39.0% |
| YTD | +56.8% | +10.5% | +46.3% | +52.9% |
| 1Y | +109.8% | +17.5% | +92.4% | +101.5% |
| All | +433.9% | -28.3% | +462.2% | +429.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling