+104.7%
TNA vs BMRN
-27.2%
+131.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -7.3% | -1.3% | -6.0% | -6.6% |
| 30D | -14.2% | -6.5% | -7.7% | -11.0% |
| 3M | -4.6% | +18.3% | -22.8% | -14.0% |
| 6M | +36.9% | +8.9% | +28.0% | +28.7% |
| YTD | +42.5% | +10.5% | +32.0% | +32.1% |
| 1Y | +45.8% | +17.5% | +28.3% | +28.6% |
| 3Y | +104.7% | -27.7% | +132.4% | +137.5% |
| All | +104.7% | -27.2% | +131.8% | +137.5% |
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