+203.6%
TGT vs BMRN
-29.6%
+233.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.2% | -1.3% | -4.0% | -5.1% |
| 30D | +1.2% | -6.5% | +7.7% | +2.2% |
| 3M | +18.4% | +18.3% | +0.1% | +15.3% |
| 6M | +33.4% | +8.9% | +24.6% | +31.3% |
| YTD | +63.8% | +10.5% | +53.3% | +60.6% |
| 1Y | +77.2% | +17.5% | +59.7% | +71.4% |
| 3Y | +41.8% | -27.7% | +69.5% | +45.3% |
| 5Y | -25.5% | -15.8% | -9.8% | -25.6% |
| All | +203.6% | -29.6% | +233.2% | +182.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling