+572.6%
TLN vs BMRN
-26.0%
+598.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.3% | -1.3% | -0.1% | -1.3% |
| 30D | -14.3% | -6.5% | -7.8% | -14.0% |
| 3M | -9.3% | +18.3% | -27.6% | -10.4% |
| 6M | -1.1% | +8.9% | -10.0% | -2.0% |
| YTD | -16.6% | +10.5% | -27.1% | -17.4% |
| 1Y | -22.0% | +17.5% | -39.5% | -23.1% |
| 3Y | +470.2% | -27.7% | +497.9% | +480.2% |
| All | +572.6% | -26.0% | +598.5% | +588.3% |
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 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