+248.1%
T vs BMRN
+399.8%
-151.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -1.3% | +2.9% | -4.1% | -1.5% |
| 30D | +11.4% | +11.0% | +0.3% | +10.3% |
| 3M | +14.3% | +17.8% | -3.5% | +12.6% |
| 6M | -9.3% | +10.1% | -19.4% | -10.3% |
| YTD | +7.1% | +11.9% | -4.8% | +5.7% |
| 1Y | -9.1% | +17.2% | -26.3% | -10.9% |
| 3Y | +105.3% | -28.5% | +133.8% | +108.5% |
| 5Y | +66.8% | -21.7% | +88.5% | +66.7% |
| 10Y | +66.8% | -30.5% | +97.3% | +64.3% |
| All | +248.1% | +399.8% | -151.7% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling