+1,788.4%
TCOM vs BMRN
+769.2%
+1,019.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -10.2% | -3.8% | -6.4% | -9.1% |
| 30D | -16.8% | -6.5% | -10.3% | -15.1% |
| 3M | -16.7% | +11.2% | -27.9% | -19.6% |
| 6M | -27.1% | +5.8% | -32.9% | -29.0% |
| YTD | -45.5% | +8.4% | -53.9% | -47.5% |
| 1Y | -45.9% | +15.7% | -61.5% | -49.3% |
| 3Y | +9.8% | -28.6% | +38.3% | +16.0% |
| 5Y | +23.8% | -19.6% | +43.4% | +25.0% |
| 10Y | -10.8% | -31.5% | +20.7% | -13.7% |
| All | +1,788.4% | +769.2% | +1,019.2% | +619.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling