+303.8%
TD vs BMRN
-29.6%
+333.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.5% | -1.3% | +0.7% | -0.3% |
| 30D | -1.9% | -6.5% | +4.6% | -0.8% |
| 3M | +4.8% | +18.3% | -13.5% | +1.5% |
| 6M | +28.0% | +8.9% | +19.1% | +25.5% |
| YTD | +30.3% | +10.5% | +19.8% | +27.3% |
| 1Y | +59.8% | +17.5% | +42.3% | +53.7% |
| 3Y | +124.7% | -27.7% | +152.4% | +132.1% |
| 5Y | +127.0% | -15.8% | +142.7% | +122.7% |
| All | +303.8% | -29.6% | +333.4% | +286.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling