+262.6%
THC vs BMRN
-18.1%
+280.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | +4.1% | -3.8% | +7.9% | +5.3% |
| 30D | +3.5% | -6.5% | +10.0% | +5.5% |
| 3M | +61.7% | +11.2% | +50.5% | +56.2% |
| 6M | +11.8% | +5.8% | +6.0% | +9.4% |
| YTD | +35.4% | +8.4% | +27.0% | +31.1% |
| 1Y | +37.0% | +15.7% | +21.4% | +29.1% |
| 3Y | +260.1% | -28.6% | +288.7% | +289.9% |
| 5Y | +262.6% | -19.6% | +282.2% | +269.1% |
| All | +262.6% | -18.1% | +280.7% | +269.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling