+4,164.4%
TJX vs BMRN
+393.4%
+3,771.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -4.6% | -1.3% | -3.3% | -4.4% |
| 30D | -17.2% | -6.5% | -10.7% | -16.5% |
| 3M | -24.9% | +18.3% | -43.2% | -26.6% |
| 6M | -19.7% | +8.9% | -28.6% | -20.8% |
| YTD | -17.2% | +10.5% | -27.7% | -18.6% |
| 1Y | -9.4% | +17.5% | -26.9% | -12.0% |
| 3Y | +43.1% | -27.7% | +70.8% | +46.2% |
| 5Y | +96.7% | -15.8% | +112.5% | +95.2% |
| 10Y | +287.7% | -30.1% | +317.9% | +282.3% |
| All | +4,164.4% | +393.4% | +3,771.0% | +3,138.6% |
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