+69.5%
T vs BMRN
-16.0%
+85.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +1.5% | -1.3% | +2.8% | +1.6% |
| 30D | +7.5% | -6.5% | +14.0% | +8.0% |
| 3M | +14.8% | +18.3% | -3.4% | +13.3% |
| 6M | -1.7% | +8.9% | -10.6% | -2.6% |
| YTD | +8.7% | +10.5% | -1.8% | +7.6% |
| 1Y | -7.5% | +17.5% | -24.9% | -9.1% |
| 3Y | +110.2% | -27.7% | +138.0% | +114.8% |
| All | +69.5% | -16.0% | +85.5% | +65.1% |
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