-68.7%
TMF vs BMRN
+417.3%
-486.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.4% | +2.9% | -4.3% | -1.0% |
| 30D | -2.8% | +11.0% | -13.9% | -1.3% |
| 3M | -10.9% | +17.8% | -28.7% | -8.7% |
| 6M | -21.3% | +10.1% | -31.4% | -20.1% |
| YTD | -15.9% | +11.9% | -27.8% | -14.2% |
| 1Y | -15.7% | +17.2% | -33.0% | -13.2% |
| 3Y | -43.4% | -28.5% | -14.9% | -45.8% |
| 5Y | -87.8% | -21.7% | -66.1% | -87.9% |
| 10Y | -86.7% | -30.5% | -56.2% | -85.8% |
| All | -68.7% | +417.3% | -486.0% | -22.6% |
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