+33.6%
TCOM vs BMRN
-16.0%
+49.7%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | -4.9% | -1.3% | -3.6% | -4.5% |
| 30D | -14.4% | -6.5% | -7.9% | -12.7% |
| 3M | -17.7% | +18.3% | -35.9% | -21.9% |
| 6M | -25.1% | +8.9% | -34.0% | -27.5% |
| YTD | -45.7% | +10.5% | -56.3% | -47.8% |
| 1Y | -47.9% | +17.5% | -65.3% | -51.3% |
| 3Y | +8.9% | -27.7% | +36.7% | +18.3% |
| All | +33.6% | -16.0% | +49.7% | +35.6% |
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