+740.1%
TEAM vs BMRN
-32.2%
+772.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.1% | -5.8% |
| 7D | -5.7% | -0.3% | -5.3% | -5.5% |
| 30D | +18.3% | +1.3% | +17.1% | +17.6% |
| 3M | +80.2% | +14.3% | +65.9% | +71.7% |
| 6M | +111.0% | +5.7% | +105.2% | +105.9% |
| YTD | +8.8% | +8.7% | +0.1% | +4.8% |
| 1Y | +2.2% | +14.6% | -12.5% | -4.8% |
| 3Y | -14.6% | -28.3% | +13.7% | -7.1% |
| 5Y | -53.8% | -15.7% | -38.0% | -52.1% |
| 10Y | +475.2% | -33.7% | +508.9% | +483.3% |
| All | +740.1% | -32.2% | +772.3% | +708.9% |
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