+47.5%
TDY vs BMRN
-27.2%
+74.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.2% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | -12.0% | -6.5% | -5.6% | -11.3% |
| 3M | -3.2% | +18.3% | -21.5% | -5.4% |
| 6M | -7.9% | +8.9% | -16.8% | -9.0% |
| YTD | +18.2% | +10.5% | +7.7% | +16.4% |
| 1Y | +6.7% | +17.5% | -10.8% | +3.7% |
| 3Y | +47.5% | -27.7% | +75.3% | +48.5% |
| All | +47.5% | -27.2% | +74.7% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling