+522.1%
THC vs BMRN
+329.9%
+192.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +1.0% | +2.1% | -1.2% | +0.6% |
| 30D | +5.3% | +3.8% | +1.5% | +4.6% |
| 3M | +7.1% | -16.5% | +23.6% | +10.6% |
| 6M | +46.0% | +6.9% | +39.2% | +43.8% |
| YTD | +43.9% | -3.7% | +47.6% | +44.2% |
| 1Y | +45.4% | +5.6% | +39.9% | +42.9% |
| 3Y | +421.3% | -31.4% | +452.7% | +445.5% |
| 5Y | +261.5% | -30.0% | +291.4% | +275.2% |
| 10Y | +1,865.8% | -37.4% | +1,903.3% | +1,928.6% |
| All | +522.1% | +329.9% | +192.2% | +387.2% |
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 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