+293.7%
TMUS vs BMRN
+251.1%
+42.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.9% |
| 7D | +4.9% | +2.1% | +2.8% | +4.3% |
| 30D | +7.7% | +3.8% | +3.9% | +6.7% |
| 3M | -6.8% | -16.5% | +9.7% | -2.6% |
| 6M | -9.7% | +6.9% | -16.6% | -11.9% |
| YTD | -15.0% | -3.7% | -11.2% | -15.1% |
| 1Y | -19.1% | +5.6% | -24.7% | -21.7% |
| 3Y | +21.4% | -31.4% | +52.8% | +28.3% |
| 5Y | +51.2% | -30.0% | +81.1% | +54.4% |
| 10Y | +240.2% | -37.4% | +277.6% | +229.2% |
| All | +293.7% | +251.1% | +42.6% | +82.0% |
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 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