+283.6%
TJX vs BMRN
-29.6%
+313.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.6% | -1.3% | -3.3% | -4.4% |
| 30D | -17.2% | -6.5% | -10.7% | -16.2% |
| 3M | -24.9% | +18.3% | -43.2% | -27.4% |
| 6M | -19.7% | +8.9% | -28.6% | -21.3% |
| YTD | -17.2% | +10.5% | -27.7% | -19.3% |
| 1Y | -9.4% | +17.5% | -26.9% | -13.2% |
| 3Y | +43.1% | -27.7% | +70.8% | +48.2% |
| 5Y | +96.7% | -15.8% | +112.5% | +93.3% |
| All | +283.6% | -29.6% | +313.3% | +265.2% |
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 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