-51.0%
TAP vs BMRN
-29.6%
-21.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -3.9% | -1.3% | -2.6% | -3.7% |
| 30D | -5.3% | -6.5% | +1.2% | -4.3% |
| 3M | -3.8% | +18.3% | -22.0% | -6.3% |
| 6M | -11.4% | +8.9% | -20.3% | -12.9% |
| YTD | -13.7% | +10.5% | -24.3% | -15.5% |
| 1Y | -17.2% | +17.5% | -34.7% | -19.9% |
| 3Y | -33.1% | -27.7% | -5.3% | -31.0% |
| 5Y | +0.8% | -15.8% | +16.6% | -0.5% |
| All | -51.0% | -29.6% | -21.3% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling