-33.8%
TAP vs BMRN
-28.6%
-5.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -5.1% | -3.8% | -1.3% | -4.6% |
| 30D | -8.4% | -6.5% | -2.0% | -7.7% |
| 3M | -3.9% | +11.2% | -15.2% | -5.3% |
| 6M | -14.4% | +5.8% | -20.2% | -15.0% |
| YTD | -14.7% | +8.4% | -23.1% | -15.8% |
| 1Y | -18.7% | +15.7% | -34.3% | -20.6% |
| All | -33.8% | -28.6% | -5.2% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling