+4,052.3%
TMO vs BMRN
+393.4%
+3,658.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -0.6% | -1.3% | +0.6% | -0.4% |
| 30D | +1.1% | -6.5% | +7.6% | +2.3% |
| 3M | +28.3% | +18.3% | +10.1% | +24.5% |
| 6M | +23.3% | +8.9% | +14.4% | +21.1% |
| YTD | +5.5% | +10.5% | -5.1% | +3.2% |
| 1Y | +24.5% | +17.5% | +7.1% | +20.2% |
| 3Y | +19.6% | -27.7% | +47.3% | +24.1% |
| 5Y | +8.1% | -15.8% | +23.9% | +8.3% |
| 10Y | +336.7% | -30.1% | +366.9% | +332.5% |
| All | +4,052.3% | +393.4% | +3,658.9% | +2,574.6% |
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