+10.6%
TMO vs BMRN
-16.0%
+26.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.6% | -1.3% | +0.6% | -0.3% |
| 30D | +1.1% | -6.5% | +7.6% | +3.1% |
| 3M | +28.3% | +18.3% | +10.1% | +22.0% |
| 6M | +23.3% | +8.9% | +14.4% | +19.7% |
| YTD | +5.5% | +10.5% | -5.1% | +1.7% |
| 1Y | +24.5% | +17.5% | +7.1% | +17.4% |
| 3Y | +19.6% | -27.7% | +47.3% | +25.9% |
| All | +10.6% | -16.0% | +26.6% | +11.0% |
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