+41.8%
TGT vs BMRN
-27.2%
+69.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.2% | -1.3% | -4.0% | -5.0% |
| 30D | +1.2% | -6.5% | +7.7% | +2.4% |
| 3M | +18.4% | +18.3% | +0.1% | +14.7% |
| 6M | +33.4% | +8.9% | +24.6% | +30.9% |
| YTD | +63.8% | +10.5% | +53.3% | +60.0% |
| 1Y | +77.2% | +17.5% | +59.7% | +70.5% |
| 3Y | +41.8% | -27.7% | +69.5% | +39.7% |
| All | +41.8% | -27.2% | +69.0% | +39.7% |
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