+52.1%
TMUS vs BMRN
-30.5%
+82.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.3% |
| 7D | +6.5% | +1.0% | +5.5% | +6.4% |
| 30D | +11.3% | +4.3% | +7.0% | +10.7% |
| 3M | -2.9% | -19.3% | +16.4% | -0.5% |
| 6M | -10.5% | +7.2% | -17.8% | -11.6% |
| YTD | -14.4% | -4.6% | -9.8% | -14.3% |
| 1Y | -17.9% | +2.5% | -20.4% | -18.7% |
| 3Y | +21.9% | -32.5% | +54.3% | +26.7% |
| 5Y | +52.1% | -30.6% | +82.8% | +53.3% |
| All | +52.1% | -30.5% | +82.6% | +53.3% |
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