-87.7%
TMF vs BMRN
-16.8%
-70.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.3% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | -1.8% | +1.3% | -3.1% | -2.1% |
| 3M | -8.2% | +14.3% | -22.5% | -9.9% |
| 6M | -19.5% | +5.7% | -25.2% | -20.3% |
| YTD | -16.0% | +8.7% | -24.7% | -17.2% |
| 1Y | -22.5% | +14.6% | -37.1% | -24.3% |
| 3Y | -42.3% | -28.3% | -13.9% | -40.5% |
| 5Y | -87.7% | -15.7% | -72.0% | -87.3% |
| All | -87.7% | -16.8% | -70.9% | -87.3% |
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 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