+972.3%
THC vs BMRN
-29.8%
+1,002.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.7% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | +1.5% | -5.8% | +7.4% | +3.4% |
| 3M | +59.9% | +16.6% | +43.3% | +51.4% |
| 6M | +11.0% | +7.6% | +3.4% | +7.5% |
| YTD | +32.6% | +10.2% | +22.3% | +27.0% |
| 1Y | +37.4% | +20.2% | +17.2% | +26.5% |
| 3Y | +252.5% | -27.4% | +279.9% | +275.4% |
| 5Y | +262.3% | -16.0% | +278.3% | +258.8% |
| All | +972.3% | -29.8% | +1,002.1% | +987.5% |
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