+476.5%
THC vs BMRN
+399.8%
+76.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -0.7% | +2.9% | -3.5% | -1.2% |
| 30D | +1.3% | +11.0% | -9.8% | -0.8% |
| 3M | +64.2% | +17.8% | +46.4% | +59.3% |
| 6M | +8.3% | +10.1% | -1.8% | +6.1% |
| YTD | +33.4% | +11.9% | +21.4% | +30.0% |
| 1Y | +37.7% | +17.2% | +20.4% | +32.5% |
| 3Y | +236.8% | -28.5% | +265.3% | +249.2% |
| 5Y | +249.3% | -21.7% | +270.9% | +254.4% |
| 10Y | +995.2% | -30.5% | +1,025.8% | +1,001.0% |
| All | +476.5% | +399.8% | +76.7% | +339.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling