+581.7%
TLN vs BMRN
-25.0%
+606.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +7.1% | +2.9% | +4.2% | +6.9% |
| 30D | -3.9% | +11.0% | -14.9% | -4.5% |
| 3M | -16.2% | +17.8% | -34.0% | -17.1% |
| 6M | -5.8% | +10.1% | -15.9% | -6.7% |
| YTD | -15.4% | +11.9% | -27.4% | -16.3% |
| 1Y | -16.7% | +17.2% | -33.9% | -17.8% |
| 3Y | +473.8% | -28.5% | +502.2% | +484.9% |
| All | +581.7% | -25.0% | +606.7% | +597.2% |
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 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