-50.0%
TE vs BMRN
-28.0%
-22.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.6% | -2.9% |
| 7D | +15.0% | -3.8% | +18.8% | +15.9% |
| 30D | -7.5% | -6.5% | -1.0% | -6.3% |
| 3M | -42.0% | +11.2% | -53.2% | -43.9% |
| 6M | -31.4% | +5.8% | -37.2% | -33.4% |
| YTD | -26.5% | +8.4% | -34.9% | -29.4% |
| 1Y | +153.1% | +15.7% | +137.4% | +136.6% |
| 3Y | -20.7% | -28.6% | +7.9% | -16.2% |
| 5Y | -45.4% | -19.6% | -25.8% | -43.3% |
| All | -50.0% | -28.0% | -22.0% | -48.2% |
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