-22.5%
TMF vs BMRN
+14.5%
-37.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | -0.9% | -3.8% | +2.9% | -0.8% |
| 30D | -1.0% | -6.5% | +5.5% | -0.8% |
| 3M | -11.3% | +11.2% | -22.5% | -11.3% |
| 6M | -22.7% | +5.8% | -28.5% | -23.3% |
| YTD | -17.3% | +8.4% | -25.7% | -17.8% |
| 1Y | -22.5% | +15.7% | -38.1% | -22.3% |
| All | -22.5% | +14.5% | -37.0% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling