-2.1%
TAP vs BMRN
-30.6%
+28.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.1% |
| 7D | +1.3% | +2.1% | -0.9% | +1.0% |
| 30D | +5.7% | +3.8% | +1.9% | +5.2% |
| 3M | -1.9% | -16.5% | +14.6% | +0.2% |
| 6M | +0.9% | +6.9% | -5.9% | 0.0% |
| YTD | -9.5% | -3.7% | -5.8% | -9.4% |
| 1Y | -9.0% | +5.6% | -14.5% | -10.1% |
| 3Y | -22.2% | -31.4% | +9.1% | -19.9% |
| All | -2.1% | -30.6% | +28.5% | +0.2% |
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