-88.3%
TMF vs BMRN
-30.6%
-57.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -9.3% | +2.1% | -11.4% | -9.5% |
| 30D | +1.9% | +3.8% | -1.9% | +1.4% |
| 3M | -11.2% | -16.5% | +5.3% | -9.1% |
| 6M | -17.7% | +6.9% | -24.6% | -18.7% |
| YTD | -24.5% | -3.7% | -20.8% | -24.4% |
| 1Y | -29.4% | +5.6% | -35.0% | -30.4% |
| 3Y | -33.4% | -31.4% | -2.1% | -31.0% |
| All | -88.3% | -30.6% | -57.7% | -87.8% |
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