-34.9%
TLT vs BMRN
-18.1%
-16.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.6% |
| 7D | -0.3% | -3.8% | +3.6% | -0.1% |
| 30D | 0.0% | -6.5% | +6.5% | +0.2% |
| 3M | -2.9% | +11.2% | -14.1% | -3.3% |
| 6M | -6.3% | +5.8% | -12.1% | -6.6% |
| YTD | -3.3% | +8.4% | -11.7% | -3.8% |
| 1Y | -4.2% | +15.7% | -19.9% | -5.0% |
| 3Y | -1.7% | -28.6% | +26.9% | -0.8% |
| 5Y | -34.9% | -19.6% | -15.3% | -34.2% |
| All | -34.9% | -18.1% | -16.8% | -34.2% |
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 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