+12,926.4%
TDG vs BMRN
+406.0%
+12,520.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.9% | -1.3% | -0.6% | -1.6% |
| 30D | -7.7% | -6.5% | -1.2% | -6.2% |
| 3M | -9.3% | +18.3% | -27.6% | -13.3% |
| 6M | -9.4% | +8.9% | -18.3% | -11.8% |
| YTD | -14.3% | +10.5% | -24.8% | -17.0% |
| 1Y | -11.8% | +17.5% | -29.3% | -16.5% |
| 3Y | +52.0% | -27.7% | +79.7% | +58.6% |
| 5Y | +128.8% | -15.8% | +144.6% | +125.7% |
| 10Y | +543.8% | -30.1% | +574.0% | +522.4% |
| All | +12,926.4% | +406.0% | +12,520.4% | +6,126.1% |
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