+38.8%
TMUS vs BMRN
-28.8%
+67.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +0.3% |
| 7D | -0.3% | -0.3% | +0.1% | -0.2% |
| 30D | +3.1% | +1.3% | +1.8% | +3.0% |
| 3M | +2.4% | +14.3% | -11.9% | +1.5% |
| 6M | -17.1% | +5.7% | -22.8% | -17.4% |
| YTD | -9.1% | +8.7% | -17.8% | -9.6% |
| 1Y | -23.6% | +14.6% | -38.3% | -24.3% |
| 3Y | +38.8% | -28.3% | +67.2% | +42.4% |
| All | +38.8% | -28.8% | +67.7% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling