+570.0%
TLN vs BMRN
-26.2%
+596.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -2.6% |
| 7D | +2.0% | -1.4% | +3.4% | +2.1% |
| 30D | -12.9% | -5.8% | -7.1% | -12.6% |
| 3M | -7.4% | +16.6% | -24.1% | -8.4% |
| 6M | -6.0% | +7.6% | -13.6% | -6.8% |
| YTD | -16.9% | +10.2% | -27.1% | -17.7% |
| 1Y | -22.6% | +20.2% | -42.8% | -23.9% |
| 3Y | +469.0% | -27.4% | +496.4% | +478.7% |
| All | +570.0% | -26.2% | +596.2% | +585.8% |
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