-16.1%
TEAM vs BMRN
-27.4%
+11.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | -7.8% | -1.4% | -6.4% | -7.3% |
| 30D | +16.5% | -5.8% | +22.4% | +18.9% |
| 3M | +96.2% | +16.6% | +79.5% | +87.5% |
| 6M | +130.2% | +7.6% | +122.6% | +124.4% |
| YTD | +10.7% | +10.2% | +0.5% | +7.1% |
| 1Y | +3.0% | +20.2% | -17.2% | -3.6% |
| All | -16.1% | -27.4% | +11.3% | -10.5% |
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