+3,456.5%
TD vs BMRN
+385.5%
+3,071.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.6% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | -0.7% | +1.3% | -1.9% | -0.9% |
| 3M | +6.3% | +14.3% | -8.0% | +4.4% |
| 6M | +27.9% | +5.7% | +22.2% | +26.6% |
| YTD | +29.8% | +8.7% | +21.1% | +27.9% |
| 1Y | +63.7% | +14.6% | +49.0% | +59.7% |
| 3Y | +128.3% | -28.3% | +156.7% | +133.2% |
| 5Y | +125.5% | -15.7% | +141.3% | +123.5% |
| 10Y | +296.7% | -33.7% | +330.4% | +292.1% |
| All | +3,456.5% | +385.5% | +3,071.0% | +2,681.4% |
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 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