-52.3%
TEAM vs BMRN
-16.0%
-36.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -5.2% | -1.3% | -3.9% | -4.5% |
| 30D | +15.8% | -6.5% | +22.2% | +19.8% |
| 3M | +101.5% | +18.3% | +83.2% | +85.5% |
| 6M | +138.2% | +8.9% | +129.3% | +127.0% |
| YTD | +10.8% | +10.5% | +0.3% | +4.5% |
| 1Y | +1.7% | +17.5% | -15.8% | -8.8% |
| 3Y | -16.0% | -27.7% | +11.7% | -4.9% |
| All | -52.3% | -16.0% | -36.3% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling