+289.7%
TFC vs BMRN
+399.8%
-110.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.4% | +2.9% | -0.5% | +1.9% |
| 30D | -1.3% | +11.0% | -12.4% | -3.2% |
| 3M | +6.1% | +17.8% | -11.8% | +3.0% |
| 6M | +7.3% | +10.1% | -2.8% | +5.2% |
| YTD | +8.2% | +11.9% | -3.7% | +5.6% |
| 1Y | +14.4% | +17.2% | -2.8% | +10.4% |
| 3Y | +93.7% | -28.5% | +122.2% | +100.2% |
| 5Y | +16.4% | -21.7% | +38.1% | +17.2% |
| 10Y | +101.6% | -30.5% | +132.1% | +99.4% |
| All | +289.7% | +399.8% | -110.0% | +173.9% |
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