+279.2%
TKO vs BMRN
-16.0%
+295.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.3% | -1.3% | +3.6% | +2.5% |
| 30D | -2.5% | -6.5% | +4.0% | -1.4% |
| 3M | -10.6% | +18.3% | -28.9% | -13.1% |
| 6M | -5.1% | +8.9% | -13.9% | -6.7% |
| YTD | -8.2% | +10.5% | -18.7% | -10.1% |
| 1Y | -4.4% | +17.5% | -21.9% | -7.8% |
| 3Y | +100.4% | -27.7% | +128.1% | +108.7% |
| All | +279.2% | -16.0% | +295.2% | +279.7% |
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