+269.3%
THC vs BMRN
-28.4%
+297.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.3% |
| 7D | +0.2% | +2.1% | -1.9% | -0.4% |
| 30D | +9.0% | +5.3% | +3.7% | +7.4% |
| 3M | +12.9% | -16.1% | +29.1% | +18.8% |
| 6M | +52.8% | +10.9% | +41.9% | +47.1% |
| YTD | +47.4% | -1.9% | +49.3% | +46.9% |
| 1Y | +47.7% | +6.2% | +41.5% | +42.8% |
| 3Y | +444.7% | -30.5% | +475.2% | +490.0% |
| 5Y | +269.3% | -28.4% | +297.6% | +283.2% |
| All | +269.3% | -28.4% | +297.7% | +283.2% |
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