-53.1%
TE vs BMRN
-26.6%
-26.5%
-94.1%
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 | +0.2% | -1.3% | +1.5% | +0.4% |
| 30D | -5.9% | -6.5% | +0.6% | -4.7% |
| 3M | -45.6% | +18.3% | -63.8% | -48.2% |
| 6M | -43.4% | +8.9% | -52.3% | -45.3% |
| YTD | -31.0% | +10.5% | -41.5% | -34.0% |
| 1Y | +145.2% | +17.5% | +127.7% | +128.4% |
| 3Y | -24.1% | -27.7% | +3.7% | -20.0% |
| 5Y | -48.1% | -15.8% | -32.4% | -46.4% |
| All | -53.1% | -26.6% | -26.5% | -51.6% |
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