+41.9%
TMUS vs BMRN
-18.1%
+60.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -5.3% | -3.8% | -1.5% | -4.9% |
| 30D | +0.1% | -6.5% | +6.6% | +0.8% |
| 3M | -0.6% | +11.2% | -11.8% | -2.0% |
| 6M | -17.5% | +5.8% | -23.3% | -18.3% |
| YTD | -11.3% | +8.4% | -19.6% | -12.4% |
| 1Y | -25.4% | +15.7% | -41.1% | -27.2% |
| 3Y | +35.5% | -28.6% | +64.1% | +40.5% |
| 5Y | +41.9% | -19.6% | +61.5% | +42.0% |
| All | +41.9% | -18.1% | +60.0% | +42.0% |
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