-10.1%
TAP vs BMRN
+3.2%
-13.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.1% |
| 7D | -6.3% | +1.0% | -7.4% | -6.4% |
| 30D | +2.7% | +4.3% | -1.6% | +2.4% |
| 3M | -3.7% | -19.3% | +15.6% | -2.7% |
| 6M | -2.0% | +7.2% | -9.3% | -1.6% |
| YTD | -12.3% | -4.6% | -7.8% | -11.9% |
| 1Y | -10.1% | +2.5% | -12.6% | -8.9% |
| All | -10.1% | +3.2% | -13.3% | -8.9% |
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